MarkowitzVARRp
简述
马可维兹法目标函数计算<方差>
MarkowitzVARRp(w);Real
w:一维数字数组, 投资品种的投资比例
返回:方差
范例:
w:=array(1,2,3,4);
StockArr:=array("SZ000099","SH600000","SZ000001","SZ000002");
MarkowitzBasicData(StockArr,inttodate(20120818),inttodate(20121019));
return MarkowitzVARRp(w);
//结果:1.8133