Quantitative Finance
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LattePrincess
  • Member for 2 years, 7 months
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All Questions Answers
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question
3
Is the Gittins index useful in determining when to change an investment/trading strategy?
May 24
question
2
How to Maximize Portfolio Sharpe Ratio using Lagrange Multipliers in a Factor Model
Mar 28
answer
1
Linear programming and factor models vs M-V optimization?
Aug 29
question
0
Mean-variance optimization - objective function formation with factor models
Jan 13
answer
0
How to Maximize Portfolio Sharpe Ratio using Lagrange Multipliers in a Factor Model
May 30

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