how to make vector sum to one?
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I'm using fmincon to minimize the varience of a portfolio. As such, how would I be able to use TWO linear equality constraints?
Moreover, how would I be able to set the sum of W(which is currently a NX1 vector) to 1.00?
I'm reading something where it says to use w'and a bold 1 to equal 1.00.
please help thanks.
Answers (1)
George Papazafeiropoulos
on 30 May 2014
Edited: George Papazafeiropoulos
on 30 May 2014
W'*ones(N,1)=1
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on 30 May 2014
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