Documentation Center    • 評価版   • 製品アップデート  Mean-Variance
Efficient Frontier  Financial Toolbox™ Graphics Example 1  This
example plots the efficient frontier of a hypothetical portfolio
of three assets. It illustrates how to specify the expected
returns, standard deviations, and correlations of a portfolio of
assets, how to convert standard deviations and correlations into
a covariance matrix, and how to compute and plot the efficient
frontier from the returns and covariance matrix. The example
also illustrates how to randomly generate a set of portfolio
weights, and how to add the random portfolios to an existing
plot for comparison with the efficient frontier.  Set Up  if
~exist('quadprog')   msgbox('The Optimization Toolbox(TM) is
required to run this example.','Product dependency')  Construct
Hypothetical 3-Asset Universe  Specify the expected returns,
standard deviations, and correlation matrix for a hypothetical
3-asset portfolio.  returns      = [0.1 0.15 0.12]; STDs
= [0.2 0.25 0.18]; correla