Question

我编写了一个代码，用于计算不断增长的投资组合的方差，并计算投资组合中包含的每个元素的方差5000次。代码按原样运行，没有问题。

我有点困扰的是，有6个不同的协方差矩阵，代码应该在每个矩阵上运行。

我已经在每个循环中包含了代码以选择和使用6个不同的协方差矩阵，它应该可以工作。

但是我希望将输出（组合的方差）放在6个不同的预定义工作表中，而不是与目前的情况相同。

我的第一个想法是使用数组循环遍历6个新工作表中的每一个，但我不知道如何实现它。

我非常感谢任何指导。

代码如下：

Sub kovariansmatrice()

Application.ScreenUpdating = False
Application.Calculation = xlCalculationManual

'Dim Var As Long
Dim k, j As Integer
Dim Random As Double
Dim i As Integer
Dim Fifth As Double
Dim varians As Variant
Dim Worksheet As Variant
Dim Worksheets As Variant
Dim outputs As Variant

Worksheets = Array("KVM1D", "KVM2D", "KVM3D", "KVM1M", "KVM2M", "KVM3M")
outputs = Array("Kovar1D", "Kovar2D", "Kovar3D", "Kovar1M", "Kovar2M", "Kovar3M")

For Each Worksheet In Worksheets

    For k = 100 To 150 Step 5
        Cells(2, 496) = k

            For j = 1 To 5000
                For i = 1 To 494
                    Randomize
                    Random = Rnd()
                    Worksheets("Kovarians").Cells(3, i).Value = Random
                Next i

                Fifth = WorksheetFunction.Large(Sheets("Kovarians").Range("A3:BHK3"), k)
                Worksheets("Kovarians").Cells(5, 1).Value = Fifth
                varians = Application.MMult(Application.MMult(Sheets("Kovarians").Range("A2:BHK2"), Sheets("Kovarians").Range("B11:BHL1581")), Application.Transpose(Sheets("Kovarians").Range("A2:BHK2")))
                Worksheets("Kovarians").Cells(5, 3).Value = varians

                Calculate

                Sheets("Sheet1").Cells(j, k) = Sheets("Kovarians").Cells(5, 3)

            Next j
    Next k

    Application.ScreenUpdating = True
    Application.Calculation = xlCalculationAutomatic

Next Worksheet

End Sub

Answer 1

请尝试以下

Sub kovariansmatrice()

Application.ScreenUpdating = False
Application.Calculation = xlCalculationManual

'Dim Var As Long
Dim k, j As Integer
Dim Random As Double
Dim i As Integer
Dim Fifth As Double
Dim varians As Variant
Dim Worksheet As Variant
Dim Worksheets As Variant
Dim outputs As Variant

Worksheets = Array("KVM1D", "KVM2D", "KVM3D", "KVM1M", "KVM2M", "KVM3M")
outputs = Array("Kovar1D", "Kovar2D", "Kovar3D", "Kovar1M", "Kovar2M", "Kovar3M")

Dim indexVal As Integer
indexVal = 0

For Each Worksheet In Worksheets

    For k = 100 To 150 Step 5
        Cells(2, 496) = k

            For j = 1 To 5000
                For i = 1 To 494
                    Randomize
                    Random = Rnd()
                    Worksheets(outputs(indexVal)).Cells(3, i).Value = Random
                Next i

                Fifth = WorksheetFunction.Large(Sheets(outputs(indexVal)).Range("A3:BHK3"), k)
                Worksheets(outputs(indexVal)).Cells(5, 1).Value = Fifth
                varians = Application.MMult(Application.MMult(Sheets(outputs(indexVal)).Range("A2:BHK2"), Sheets(outputs(indexVal)).Range("B11:BHL1581")), Application.Transpose(Sheets(outputs(indexVal)).Range("A2:BHK2")))
                Worksheets(outputs(indexVal)).Cells(5, 3).Value = varians

                Calculate

                Sheets("Sheet1").Cells(j, k) = Sheets(outputs(indexVal)).Cells(5, 3)

            Next j
    Next k
indexVal = indexVal + 1
    Application.ScreenUpdating = True
    Application.Calculation = xlCalculationAutomatic

Next Worksheet

End Sub

VBA：将值传递给不同的工作表

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