I have collected some real assets and i have calculated the rate of return of those. I have to do portfolio optimization by minimizing the mean absolute deviation of the portfolio subject to the constraint on the expected return. Could someone help me or give me a hint how can this be solved?

답변 (1개)

Pratyush Roy
Pratyush Roy 2021년 4월 27일

0 개 추천

Hi,
The link here might be helpful.
Hope this helps!

카테고리

도움말 센터File Exchange에서 Portfolio Optimization and Asset Allocation에 대해 자세히 알아보기

질문:

2021년 4월 7일

답변:

2021년 4월 27일

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