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Let's stick with the nomenclature in the literature and let $\gamma$ denote the decision maker's risk aversion coefficient. The optimization problem is $$\max_{\mathrm{w}} \mathrm{w}^T\mathrm{\mu}-\frac{1}{2}\gamma \mathrm{w}^T\mathrm{\Sigma}\mathrm{w} \quad s.t. \mathrm{w}^T\mathrm{e}=1$$ where $e$ denotes a vector of ones. The corresponding Lagrangean ...