Community Profile

photo

riccardo manfredi


Last seen: 4 years 前 自 2020 起处于活动状态

统计数据

  • First Review
  • Thankful Level 1

查看徽章

Content Feed

排序方式:

已回答
Plot efficient frontier and actual optimal portfolio
Someone, please?

4 years 前 | 0

提问


Plot efficient frontier and actual optimal portfolio
Hi, i already have a Portfolio, i used geometric mean and CVaR to optimize. So now i have my optimal weights, but how do i plot ...

4 years 前 | 1 个回答 | 0

1

个回答

提问


Geomean on returns with negative values?
Hi, i need to calculate the geometric mean of financial returns (for a Markowtiz example), but obviously it won't work cause my ...

4 years 前 | 1 个回答 | 0

1

个回答