Estimate standard deviation of portfolio returns
estimate standard deviation of portfolio returns for
pstd
= estimatePortStd(obj
,pwgt
)PortfolioCVaR
or PortfolioMAD
objects.
For details on the workflows, see PortfolioCVaR Object Workflow and
PortfolioMAD Object Workflow.
You can also use dot notation to estimate the standard deviation of portfolio returns.
pstd = obj.estimatePortStd(pwgt);
estimateFrontierByReturn
| estimateFrontierByRisk
| estimatePortReturn
| estimatePortVaR
| rng