MATLAB MEAN VARIANCE EFFICIENT FRONTIER
Mean-Variance Efficient Frontier
This Mean-Variance Efficient Frontier plots the efficient frontier of a hypothetical portfolio of three assets. It
illustrates how to specify the expected returns,standard deviations, and correlations of a portfolio
of assets, how to convert standard deviations andcorrelations into a covariance matrix, and how to
compute and plot the efficient frontier from thereturns and covariance matrix. The Mean-Variance Efficient Frontier alsoillustrates how to randomly generate a set of
portfolio weights, and how to add the randomportfolios to an existing plot for comparison with the efficient frontier.