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Portfolios on constrained efficient frontier

`portopt`

has been partially removed and will no longer accept
`ConSet`

or `varargin`

arguments. Use `Portfolio`

instead to solve portfolio problems that are more than a
long-only fully-invested portfolio. For information on the workflow when using
`Portfolio`

objects, see Portfolio Object Workflow. For more information on migrating
`portopt`

code to `Portfolio`

, see portopt Migration to Portfolio Object.

`[`

sets up the most basic portfolio problem with weights greater than or equal to
`PortRisk`

,`PortReturn`

,`PortWts`

] = portopt(`ExpReturn`

,`ExpCovariance`

)`0`

that must sum to `1`

. All that is
necessary to solve this problem is the mean and covariance of asset returns. By
default, `portopt`

returns 10 equally-spaced points on the
efficient frontier.

`portopt`

solves the "standard" mean-variance portfolio
optimization problem for a long-only fully-invested investor with no additional
constraints. Specifically, every portfolios on the efficient frontier has
non-negative weights that sum to 1.

`[`

specifies options using one or more optional arguments in addition to the input
arguments in the previous syntax.`PortRisk`

,`PortReturn`

,`PortWts`

] = portopt(___,`NumPorts`

,`PortReturn`

)

`portopt(___,`

returns a plot of the efficient frontier if `NumPorts`

,`PortReturn`

)`portopt`

is invoked
with no output arguments.