Matlab投资组合优化：计算IN效率前沿

Question

我对Matlab中的投资组合优化有疑问。有没有办法在 IN-efficent 边界（包含可行解决方案的点的底部位置，而不是包裹顶部的有效边界）中绘制和获取值？

if ~exist('quadprog')
msgbox('The Optimization Toolbox(TM) is required to run this example.','Product dependency')
return
end

returns      = [0.1 0.15 0.12];
STDs         = [0.2 0.25 0.18];
correlations = [ 1   0.3  0.4
                0.3   1   0.3
                0.4  0.3   1 ];

% Converting to correlation and STD to covariance matrix
covariances = corr2cov(STDs , correlations);

% Calculating and Plotting Efficient Frontier
portopt(returns , covariances , 20)

% random Portfolio Generation
weights = exprnd(1,1000,3);
total   =  sum(weights , 2);
total   =  total(:,ones(3,1));
weights =  weights./total;

[portRisk , portReturn] = portstats(returns , covariances , weights);

hold on
plot(portRisk , portReturn , '.r')
title('Mean-Variance Efficient Frontier and Random Portfolios')
hold off

是否有方法/命令以与计算有效边界相同的方式获得可行解的下包络的回报/风险/权重？

提前致谢！