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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...

10 years 前 | 2 个回答 | 0

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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...

10 years 前 | 1 个回答 | 0

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