On Fri, 08 Jul 2016, Paulino Levara writes:
> Dear R community,
>
> I am a beginner in portfolio optimization and I would appreciate your help
> with the next problem:given a set of 10 variables (X), I would like to
> obtain the efficient portfolio that minimize the
Dear R community,
I am a beginner in portfolio optimization and I would appreciate your help
with the next problem:given a set of 10 variables (X), I would like to
obtain the efficient portfolio that minimize the variance taking the
expected return as mean(X), subject to the next constraints:
a)
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