Community Profile

photo

Anthony Smith


Active since 2012

Followers: 0   Following: 0

Message

Statistics

Feeds

View by

Question


How can I perform non-linear constrained optimization using fmincon over a range of values for the non-linear constraint?
I'm trying to minimize an objective function (portfolio risk) subject to a non-linear constraint (portfolio return) by finding o...

11 years ago | 1 answer | 0

1

answer