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Milena Beneva


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Question


fmincon lower bound interval
I'm seeking for values 0 or more than 0.1 for example. How can I do this?

3 years ago | 1 answer | 0

1

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Question


Set constraints (inequality) to the portfolio
I've got 2 group of assets in the portfolio with some limits. The weights of 1st one I want to limit up to 10%, 2nd has limit of...

4 years ago | 0 answers | 0

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Detailed information about the linear complementarity programming (LCP) algorithm of lcprog solver.
Default solver to MV optimization is lcprog but I can't find detailed information of algorithm in use.

4 years ago | 0 answers | 0

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