Feeds
답변 있음
Risk Parity / Equal-risk contribution optimization
W := Nx1 vector of starting weights Sigma := NxN matrix of co-variances These two lines should do it. f = @(W) var(W.*...
Risk Parity / Equal-risk contribution optimization
W := Nx1 vector of starting weights Sigma := NxN matrix of co-variances These two lines should do it. f = @(W) var(W.*...
8년 초과 전 | 0
질문
Does the function estimateFrontier find the global or local optimal portfolios?
Does the estimateFrontier function in the financial toolbox find the global or local optimal portfolios?
8년 초과 전 | 답변 수: 1 | 0
