75 reputation
4
bio website
location Cape Town, South Africa
age 24
visits member for 1 year, 9 months
seen Nov 9 '13 at 17:31

Masters student at the University of Cape Town studying in the field of Financial Maths.

Email: blyger002[at]myuct[dot]ac[dot]za


Sep
24
awarded  Autobiographer
Feb
4
accepted Robust Bayesian portfolio optimization in matlab?
Feb
3
revised Robust Bayesian portfolio optimization in matlab?
corrected mathematical formula
Feb
3
revised Robust Bayesian portfolio optimization in matlab?
changed title
Feb
1
revised Robust Bayesian portfolio optimization in matlab?
added details
Jan
29
comment Robust Bayesian portfolio optimization in matlab?
Thanks for your response!
Jan
28
comment Analyzing the angle between vector of weights and vector of returns in mean-variance optimization
@Richard: Thank you! Will take a look at it.
Jan
26
asked Robust Bayesian portfolio optimization in matlab?
Jan
25
comment Robust-Bayesian optimization in Markowitz framework
That cleared it up for me. Thanks again, Philippe!
Jan
24
comment Robust-Bayesian optimization in Markowitz framework
Can you please explain, a little more clearly, how you get to the final equation from the second one?
Jan
24
comment Robust-Bayesian optimization in Markowitz framework
@Phillipe: Can you recommend a good source or reference that will help or that you have used???
Jan
24
awarded  Scholar
Jan
24
accepted Robust-Bayesian optimization in Markowitz framework
Jan
23
revised Robust-Bayesian optimization in Markowitz framework
additions
Jan
23
comment Robust-Bayesian optimization in Markowitz framework
Hi! It is not a Meucci paper but instead a Golts and Jones (2009) working paper. It can be accessed on this link: ssrn.com/abstract=1483412. I have looked at the Meucci papers and books but they do not really help. Perhaps I missed something???
Jan
23
asked Robust-Bayesian optimization in Markowitz framework
Jan
20
revised Analyzing the angle between vector of weights and vector of returns in mean-variance optimization
corrected formulae and added further details
Jan
19
revised Analyzing the angle between vector of weights and vector of returns in mean-variance optimization
added more detail
Jan
19
awarded  Editor
Jan
19
revised Analyzing the angle between vector of weights and vector of returns in mean-variance optimization
added 483 characters in body