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主程序如下：

1. %制作投資組合與相關(guān)系數(shù)的一個(gè)簡(jiǎn)單的gui
   
2. %參數(shù)的變化主要在相關(guān)系數(shù)的變化
   
3. %參數(shù)的設(shè)置為-1到1
   
4. %copyright by fantuanxiaot
   
5. clc
   
6. clear all
   
7. close all
   
8. figure(1)
   
9. %作圖的各類省略參數(shù)的設(shè)置
   
10. %default是省略的參數(shù)的設(shè)置
    
11. set(figure(1),'unit','normalized','position',[0.2,0.1,0.64,0.75],...
    
12. 'color',[0.5 1 1],'defaultuicontrolunits','normalized',...
    
13. 'defaultuicontrolfontsize',12,'defaultuicontrolhorizontal','left',...
    
14. 'defaultuicontrolfontname','Times New Roman','name',...
    
15. 'portfolio theory: relation between expected return and deviation',...
    
16. 'numbertitle','off');
    
17. %坐標(biāo)軸的各類參數(shù)的設(shè)置
    
18. axes_1=axes('unit','normalized','position',[0.3,0.1,0.65,0.85],...
    
19. 'xlim',[0 1],'ylim',[-1 1],'xcolor','b','ycolor','b',...
    
20. 'fontname','Times New Roman','fontsize',12);
    
21. %基礎(chǔ)的參數(shù)設(shè)置
    
22. base_correlation=0;
    
23. %兩個(gè)組合
    
24. return_1=0.15;
    
25. std_1=0.24;
    
26. return_2=0.12;
    
27. std_2=0.18;
    
28. portfolio_return=[];
    
29. portfolio_std=[];
    
30. %組合的設(shè)置
    
31. w1=linspace(0,1,50);
    
32. w2=-w1+1;
    
33. portfolio_return=[w1;w2]'*[return_1;return_2];
    
34. for i=1:50
    
35. std=sqrt(w1(i)^2*std_1^2+w2(i)^2*std_2^2+...
    
36. 2*base_correlation*w1(i)*w2(i)*std_1*std_2);
    
37. portfolio_std=[portfolio_std std];
    
38. end
    
39. portfolio_std=portfolio_std';
    
40. plot_1=plot(portfolio_std,portfolio_return,'mp-','markerfacecolor',...
    
41. 'm','markeredgecolor','k','markersize',10,...
    
42. 'color','b','linewidth',1);
    
43. %標(biāo)記一個(gè)說(shuō)明
    
44. control_text=uicontrol(figure(1),'style','text','position',...
    
45. [0.02,0.9,0.22,0.05],'string',['Correlation=',num2str(base_correlation)],...
    
46. 'fontsize',14);
    
47. another_text_1=uicontrol(figure(1),'style','text','position',...
    
48. [0.02,0.81,0.22,0.08],'string','Make a Choice from -1 to 1',...
    
49. 'fontsize',14);
    
50. another_text_2=uicontrol(figure(1),'style','text','position',...
    
51. [0.02,0.3,0.22,0.08],'string','Point Choice',...
    
52. 'fontsize',14);
    
53. %兩個(gè)按鍵
    
54. control_push_1=uicontrol(figure(1),'style','push',...
    
55. 'position',[0.02,0.54,0.22,0.1],'string','Grid on Yellow on',...
    
56. 'callback',['grid on,','set(gca,''color'',''y'')']);
    
57. control_push_2=uicontrol(figure(1),'style','push',...
    
58. 'position',[0.02,0.43,0.22,0.1],'string','Grid off Yellow off',...
    
59. 'callback',['grid off,','set(gca,''color'',''w'')']);
    
60. %相關(guān)系數(shù)的滑條設(shè)置
    
61. control_slider=uicontrol(figure(1),'style','slider','position',...
    
62. [0.02,0.65,0.22,0.15],'max',1,'min',-1,'sliderstep',...
    
63. [0.1,0.1],'value',base_correlation);
    
64. set(control_slider,'callback',['choice=get(gcbo,''value'');',...
    
65. 'plot_1=portfolio_gui_plot(choice);']);
    
66. %幾個(gè)不同的組合形狀
    
67. point_1=uicontrol(figure(1),'style','radio','string','triangle',...
    
68. 'position',[0.02 0.24 0.15 0.05]);
    
69. set(point_1,'value',get(point_1,'Max'));
    
70. point_2=uicontrol(figure(1),'style','radio','string','round',...
    
71. 'position',[0.02 0.18 0.15 0.05]);
    
72. set(point_2,'value',get(point_2,'Min'));
    
73. point_3=uicontrol(figure(1),'style','radio','string','square',...
    
74. 'position',[0.02 0.12 0.15 0.05]);
    
75. set(point_3,'value',get(point_3,'Min'));
    
76. set(point_1,'callback',[...
    
77. 'set(point_1,''value'',get(point_1,''Max''));',...
    
78. 'set(point_2,''value'',get(point_2,''Min''));',...
    
79. 'set(point_3,''value'',get(point_3,''Min''));',...
    
80. 'set(plot_1,''marker'',''v'');']);
    
81. set(point_2,'callback',[...
    
82. 'set(point_1,''value'',get(point_1,''Min''));',...
    
83. 'set(point_2,''value'',get(point_2,''Max''));',...
    
84. 'set(point_3,''value'',get(point_3,''Min''));',...
    
85. 'set(plot_1,''marker'',''o'');']);
    
86. set(point_3,'callback',[...
    
87. 'set(point_1,''value'',get(point_1,''Min''));',...
    
88. 'set(point_2,''value'',get(point_2,''Min''));',...
    
89. 'set(point_3,''value'',get(point_3,''Max''));',...
    
90. 'set(plot_1,''marker'',''s'');']);

所要用到的一個(gè)函數(shù)如下：

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1. function plot_1=portfolio_gui_plot(correlation)
   
2. %copyright by fantuanxiaot
   
3. %組合的其他系數(shù)
   
4. %兩個(gè)組合
   
5. control_text=uicontrol(figure(1),'style','text','position',...
   
6. [0.02,0.9,0.22,0.05],'string',['Correlation=',num2str(correlation)],...
   
7. 'fontsize',14);
   
8. return_1=0.15;
   
9. std_1=0.24;
   
10. return_2=0.12;
    
11. std_2=0.18;
    
12. portfolio_return=[];
    
13. portfolio_std=[];
    
14. %組合的設(shè)置
    
15. w1=linspace(0,1,50);
    
16. w2=-w1+1;
    
17. portfolio_return=[w1;w2]'*[return_1;return_2];
    
18. for i=1:50
    
19. std=sqrt(w1(i)^2*std_1^2+w2(i)^2*std_2^2+...
    
20. 2*correlation*w1(i)*w2(i)*std_1*std_2);
    
21. portfolio_std=[portfolio_std std];
    
22. end
    
23. portfolio_std=portfolio_std';
    
24. plot_1=plot(portfolio_std,portfolio_return,'mp-','markerfacecolor',...
    
25. 'm','markeredgecolor','k','markersize',10,...
    
26. 'color','b','linewidth',1);
    
27. end

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