variance of portfolio as objective function

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Sameer
Sameer el 19 de Mayo de 2014
Respondida: Star Strider el 19 de Mayo de 2014
how would be able to set up the variance of a portfolio as an seperate objective function?
I have the data read in from excel already

Respuestas (2)

Star Strider
Star Strider el 19 de Mayo de 2014

Image Analyst
Image Analyst el 19 de Mayo de 2014
What do you mean? There already is a built in function for variance called var(). Why do you need to make your own function for that?
  3 comentarios
Star Strider
Star Strider el 19 de Mayo de 2014
Use an anonymous function.
Sameer
Sameer el 19 de Mayo de 2014
whats that

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