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