www.gusucode.com > GAVPai_Book_MathworksCntrlFileEx_May2019 > GAVPai_Book_MathworksCntrlFileEx_May2019/CompFitness_130_30.m
function popln_fitness = CompFitness_130_30(popln_mat, return_dat, covariance_dat, riskfree, psi_fun) [popln_size, ~]=size(popln_mat); for i = 1: popln_size weight = popln_mat(i,:); popln_fitness(i) = (((return_dat * weight')-riskfree)/ sqrt(weight*covariance_dat * weight')) - psi_fun(i); end end