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Failure in initial objective function evaluation. FMINCON cannot continue HELP
Hi, I have to solve the problem in the image but my fmincon doesn't work. Someone could help me? My code attached. Thanks in adv...
4년 초과 전 | 답변 수: 0 | 0
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Maximum Diversified Porfolio (MDP) fmincon optimization problem doesn't work
Goodmorning to all, I have to solve the following problem (image) with fmincon: x is the portfolio weight vector, sigma the st...
4년 초과 전 | 답변 수: 1 | 0
