有没有大佬帮忙看一下这个为什么运行不出来呀?
ExpReturn = [0.0408 0.0590 0.0014];
ExpCovariance = [0.0114 0.0054 0.0012
0.0054 0.0072 0.0004
0.0012 0.0004 0.0007]
NumPorts = 10;
Groups = [ 1 0 0; 0 1 1;];
GroupBounds = [ 0, 0,0;0.5,0.5,0.5];
LowerGroup = GroupBounds(:,1);
UpperGroup = GroupBounds(:,2);
p = Portfolio;
p = setAssetMoments(p, ExpReturn, ExpCovariance);
p = setDefaultConstraints(p);
p = setGroups(p, Groups, LowerGroup, UpperGroup);
PortWts = estimateFrontier(p, NumPorts);
[PortRisk, PortReturn] = estimatePortMoments(p, PortWts);
disp([PortRisk, PortReturn]);
disp(PortWts)