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Kristian Lunow Nielsen


2016 年からアクティブ

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質問


Linear objective with quadratic constraint
Hey guys! I'm trying to solve a portfolio optimization problem with a maximum return strategy, which implies that I try to ma...

9年弱 前 | 2 件の回答 | 0

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質問


Optimal weights in portfolio optimization
Hi guys! I'm trying to calculate the optimal weights for 2 riskt assets and a riskfree asset. I would like to do this based ...

9年弱 前 | 0 件の回答 | 0

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