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Yosef Bisk


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Risk Parity / Equal-risk contribution optimization
W := Nx1 vector of starting weights Sigma := NxN matrix of co-variances These two lines should do it. f = @(W) var(W.*...

circa 7 anni fa | 0

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Does the function estimateFrontier find the global or local optimal portfolios?
Does the estimateFrontier function in the financial toolbox find the global or local optimal portfolios?

oltre 7 anni fa | 1 risposta | 0

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