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Timeline for Active share portfolio constraint

Current License: CC BY-SA 3.0

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Jul 4, 2017 at 15:09 comment added josliber Note that the question you posed and I answered on Stack Overflow differ from the question asked here by Markuss. Markuss wants portfolios that are sufficiently dissimilar from a benchmark portfolio, but you asked on Stack Overflow about portfolios that are sufficiently similar to a benchmark portfolio.
Jul 1, 2017 at 13:59 comment added ThatQuantDude Thanks man I will see if I can understand and port this into my python framework
Jul 1, 2017 at 4:32 history answered AK88 CC BY-SA 3.0