Estimate Sharpe ratio of given portfolio weights for Portfolio object
estimates the Sharpe ratio of given portfolio weights for a
psharpe
= estimatePortSharpeRatio(obj
,pwgt
)Portfolio
object. For details on
the workflow, see Portfolio Object Workflow.
You can also use dot notation to estimate the Sharpe ratio of given portfolio weights.
psharpe = obj.estimatePortSharpeRatio(pwgt);
estimateFrontier
| estimateFrontierByReturn
| estimateFrontierByRisk
| estimateMaxSharpeRatio