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質問
Plot efficient frontier and actual optimal portfolio
Hi, i already have a Portfolio, i used geometric mean and CVaR to optimize. So now i have my optimal weights, but how do i plot ...
6年以上 前 | 1 件の回答 | 0
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回答質問
Geomean on returns with negative values?
Hi, i need to calculate the geometric mean of financial returns (for a Markowtiz example), but obviously it won't work cause my ...
6年以上 前 | 1 件の回答 | 0
