Info
This question is closed. Reopen it to edit or answer.
How do you constrain the portfolio optimizer to match the weights to exact number of shares
1 view (last 30 days)
Show older comments
Hi,
So I'm trying to constrain the portfolio optimizer to produce a weight vector that actually matches the prices of the stocks such that:
Wealth*Weight(i)/Price = Integer
Can anyone help me with this?
0 Comments
Answers (0)
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!