Minimizing a function in one variable in Matlab

[vasqueza34]

This problem was originally a multi objective problem but using scalarization it can be transformed to the following:

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.

 

[Greg Bernhardt]

I'm sorry you are not finding help at the moment. Is there any additional information you can share with us?