Community Profile

photo

Alejandra Pena-Ordieres

Last seen: 6 meses ago Active since 2021

Statistics

  • Knowledgeable Level 1
  • Revival Level 2
  • First Answer

View badges

Content Feed

View by

Answered
How do I find the global minimum variance portfolio?
Hi Calum, I understand that you want to find the minimum variance portfolio. You can do this in two ways. 1) The easiest way i...

6 meses ago | 0

Answered
How to get the Minimum Variance Portfolio?
Hi Jean-Gabriel, I am not sure I fully understand the problem. If you impose an equally-weighted "hard" constraint to the mini...

6 meses ago | 0

Answered
How to find tangency portfolio (maximize sharpe ratio) using quadprog
Hi Guro, I understand that you are trying to find the maximum Sharpe ratio portfolio using quadprog. Theoretically, the max Sha...

6 meses ago | 1

| accepted