Writing a loop or function (simple) MATLAB -
i beginner user of matlab, please me how write code. inputs are:
port_returns - 196x1 column vector
var - scalar
variance_portfolio - scalar
port_returns=returns*weights'; var=1.65*sqrt(variance_portfolio);
and want write code, take port_returns values, less var value , average it.
could me that?
thank in advance!
this should trick:
sum(port_returns(port_returns<var))/length(port_returns(port_returns<var))
where
sum(port_returns(port_returns<var))
finds elements in port_returns smaller var , sums them up,
and divided number of elements smaller var:
port_returns(port_returns<var)
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