Hello everyone I read article about Plotting an Efficient Frontier Using portopt. https://www.mathworks.com/help/finance/plotting-an-efficient-frontier-using-portopt.html?fbclid=IwAR1VOzBOHWsEXxBi0Y_MkWkQyuqbef0RHripNiolO8GtlkSD2MHZ5ikZnYA#responsive_offcanvas I would like to know how to get concrete weights for concrete xy coordinates from Efficient Frontier. If anyone knows how to do it, please answer.
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Are you expecting a theoretical formula for the weights, or an implementation? – charlus Jul 01 '20 at 17:59
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Implementation. – Miroslav Holub Jul 01 '20 at 21:00