Sten
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Awarded to Sten on 20 Jul 2017
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Question
Using 'fmincon' for Portfolio optimization with nonlinear constraint
Hi, I have get stuck with a problem where I try to maximize the Sharpe Ratio for a portfolio, but with the linear constraint th...
9 years ago | 2 answers | 0
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answersQuestion
Use dynamic "offset" in a for-loop
Hi, I have a loop that starts with for t = window:offset:numel(m); However, I would like the "offset" value to be dyna...
9 years ago | 1 answer | 0
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