EfficientFrontier function calculation method used
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Hi,
I am converting some function into Python and I am not sure to understand how does the efficient frontier is computed.
Is it with the traditional function sigma = sqrt(A*mu**2 + B*mu + C) ?
If so, I dont obtain the same frontier in my Python and my Matlab code.
If someone has an idea on it, lmk.
Thanks!
2 个评论
Srivardhan
2023-7-6
Can you provide more detials about your specific code or the function you used ?
Aman
2023-7-26
Hi,
I understand that you are converting some function into Python and are facing issue while conversion.
In order to assist you better please provide the below details:
- The function that you are trying to convert
- The expected output of the function
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