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# 投資組合報酬率風險暨分散效果 part2 - PowerPoint PPT Presentation

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### 投資組合報酬率風險暨分散效果part2

MATLAB範例

3. 計算投資組合風險分散效果，並繪製出圖形

N檔股票所形成的投資組合風險可表示為：

, 其中

weight.txt

• 隨著投資組合中資產數目的增加，非系統風險逐漸減少，系統風險則保持不變；直到非系統風險消除殆盡時，總風險將等於系統風險。

4. 請將各基金資料依照績效指標予以排序

B = sort(A)

B = sort(A,dim)

B = sort(A,dim,mode)

• dim=1時，是依行向排序；dim=2時，則是是依列向排序。前者為預設值。

• mode代表排列的方式，若mode='ascend'時為升冪排列；mode='decend'時為降冪排列，前者為預設值。

B = sortrows( A , column )

B = sortrows( A’ , column )’

A’

sortrows(A,2)