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Min: -p'*x + u*x'*V*x subject to 1*x=1

-u is the risk aversion index that I wish to vary from .1 to 100

-V is a (4x4) variance covariance matrix

-p is the (4x1) expected return vector, p' is (1x4)

-x is the (4x1) asset weight vector I wish to solve for

-the sum of x is 1 (the only constraint)

I've tried the fmincon function but don't know how to set it up.