Matlab's Financial toolbox's built in function plotFrontier has two arguments in it: object and weights. Its easy to implement. However, I am trying to change color and style of plot. But it seems harder than I thought. We can use the following simulated data for illustration.
mu=[0.005674, 0.003283 , 0.0003174 , 0.0002323 , 0.0006188, 0.0006223];sigma=[1.0000 , 0.1541 , 0.1816, 0.0985, 0.1827 , 0.1876; 0.1541 , 1.0000 , 0.2327 , 0.0457 , 0.1485 , 0.2548; 0.1816, 0.2327 , 1.0000 , -0.0017 , 0.2217 , 0.2643; 0.0985 , 0.0457 , -0.0017 , 1.0000 , 0.0539 , 0.0161; 0.1827 , 0.1485 , 0.2217 , 0.0539 , 1.0000 , 0.3191; 0.1876 , 0.2548 , 0.2643 , 0.0161 , 0.3191 , 1.0000]; returns= mvnrnd(mu,sigma,1000); p=Portfolio; meanmat=mean(returns); varmat= cov(returns); p=Portfolio(p,'assetmean',meanmat,'assetcovar',varmat); p= Portfolio(p, 'lowerbudget', 1, 'upperbudget', 1); p= Portfolio(p, 'lowerbound', 0); wts = estimateFrontier(p, 100); plotFrontier(p, wts )
I want to change default color and style of the line used in plot. Any help is greatly appreciated.
Thank you in advance.
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