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question about Mean Variance optimization in C# [closed]
I just found (probably) mean variance optimizator on MSDN site with Microsoft Solver 3.0 (see, this link).
Is this valid code/approach to calculate weights of each position in sound of mean variance ...
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What is the canonical reference for Minimum Variance Portfolio's uniqueness?
I am writing a white paper in which I am trying to compare a strategy to different well-known - and classic - asset allocation optimization approaches.
One of the methods I chose is the minimum ...
