I want mathematical derivation of how to construct maximum Sharpe ratio portfolio. Any resources with mathematical derivation (if its implemented in Python, that will be great) will be useful
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$\begingroup$ The theory is presented in the question here quant.stackexchange.com/questions/39594/… . The answer contains MATLAB code, but it has not been tested. $\endgroup$ – noob2 Apr 30 '20 at 15:39
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