network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 1 year |
| seen | May 8 at 23:02 | |
| stats | profile views | 7 |
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May 5 |
comment |
MPT: Adding constraint on minimum asset weight Thanks a lot! The bounds for w_i you mention are a bit different from my question, but I understand the concept. |
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May 5 |
awarded | Supporter |
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May 5 |
awarded | Scholar |
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May 5 |
accepted | MPT: Adding constraint on minimum asset weight |
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May 4 |
awarded | Editor |
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May 4 |
revised |
MPT: Adding constraint on minimum asset weight Clarified |
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May 4 |
comment |
MPT: Adding constraint on minimum asset weight Michael, thanks for your comment. I'm not using any specific software yet. My very limited knowledge about optimization comes from stanford.edu/~wfsharpe/mia/opt/mia_opt1.htm, which talks about steepest ascent. If the solution space is non-convex, this wouldn't work I guess. Can you point me to a suitable optimization technique? (Sorry if this is a very basic question ...) |
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May 4 |
awarded | Student |
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May 4 |
asked | MPT: Adding constraint on minimum asset weight |
