Community Profile

photo

Emanuele Carando


University of Padua

Active since 2015

Followers: 0   Following: 0

Message

Professional Interests: Finance

Statistics

Feeds

View by

Question


Max sharpe ratio portfolio with constrains, using FMINCON + NONLCON
Hi all, i'm trying to find the weights of the max sharpe portfolio (wh) with an upperbound on risk contribution (URC). The code ...

9 years ago | 0 answers | 0

0

answers