|location||Cape Town, South Africa|
|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.
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.
|asked||Analyzing the angle between vector of weights and vector of returns in mean-variance optimization|