Please help me, how can calculate this?

I have: vector of weights w(1,n); a var-cov matrix sigma (n,n); a correlation matrix corrm(n,n). I have to calculate this formula. I can do utilizing matlab code?

[Matt J]

Looks pretty similar to the question you closed in

http://www.mathworks.com/matlabcentral/answers/253185-how-to-calculate-this-formula

Please tell us where the new element of the problem is. Otherwise, it is starting to look like you are just spamming the board.

[fede]

the difference is in the element at numerator. In the first case I have a correlation, in the second a covariance, and I do not able to make this new operation.

[fede]

It seems to me that the difference is substantial.

[Federico Becattini]

There is something wrong with the notation. Sigma should be a matrix but is indexed as a vector.

[fede]

for example consider the case in which i have a vector of all standardeviation for each price, called pi. How can i proceed?