Lorenzo Russo
Università degli Studi di Milano-Bicocca
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Question
Error with egcitest Line 1032 Column 15
Hi, when I use egcitest I get an error: "??? Error: File: egcitest.m Line: 1032 Column: 15 Expression or statement is...
7 years ago | 1 answer | 0
1
answerQuestion
Mean-variance-skewness-kurtosis-based portfolio optimization with PGP
Hi I need to create a function for this problem (Polynomial Goal Programming) min Z=abs(d1/Rstar)^lambda1+abs(d2/Vstar)^la...
8 years ago | 0 answers | 0
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answersQuestion
Rescale positives and negatives asset weights to 1
Hello, I'm studying on Risk Parity strategy. I optimise with the RP algorithm a set of asset (N) returns(NxT). The result i...
9 years ago | 0 answers | 0