variance of portfolio as objective function

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Sameer
Sameer am 19 Mai 2014
Beantwortet: Star Strider am 19 Mai 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

Antworten (2)

Star Strider
Star Strider am 19 Mai 2014

Image Analyst
Image Analyst am 19 Mai 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 Kommentare
Star Strider
Star Strider am 19 Mai 2014
Use an anonymous function.
Sameer
Sameer am 19 Mai 2014
whats that

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