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


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
23
revised Robust-Bayesian optimization in Markowitz framework
additions
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
revised Analyzing the angle between vector of weights and vector of returns in mean-variance optimization
added 483 characters in body