75 reputation
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location Cape Town, South Africa
age 24
visits member for 1 year, 11 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


Jan
19
comment Analyzing the angle between vector of weights and vector of returns in mean-variance optimization
@Freddy: We are dealing with the Markowitz mean-variance optimization setup. Sorry if that was not clear.
Jan
18
asked Analyzing the angle between vector of weights and vector of returns in mean-variance optimization
Jan
17
awarded  Student