frontier - Rolling efficient frontier

frontier - Rolling efficient frontier

Post by cere » Wed, 13 May 2009 02:21:03


Hi to all
I have a problem about frontier code. (Its in finance toolbox.)

There is nothing written in Help about frontier, I mean there is no example. And I cant find right inputs. It allways give error at line 154 ([Mean,Covar] = ecmnmle(SubData);)
SubData cant pass ecmnmle's checks.

please help me to find the right inputs, or I am going to think that code is wrong...

Ceren