EfficientFrontier function calculation method used

Hi,
I am converting some function into Python and I am not sure to understand how does the efficient frontier is computed.
Is it with the traditional function sigma = sqrt(A*mu**2 + B*mu + C) ?
If so, I dont obtain the same frontier in my Python and my Matlab code.
If someone has an idea on it, lmk.
Thanks!

2 Kommentare

Can you provide more detials about your specific code or the function you used ?
Aman
Aman am 26 Jul. 2023
Hi,
I understand that you are converting some function into Python and are facing issue while conversion.
In order to assist you better please provide the below details:
  1. The function that you are trying to convert
  2. The expected output of the function

Melden Sie sich an, um zu kommentieren.

Antworten (0)

Kategorien

Mehr zu Portfolio Optimization and Asset Allocation finden Sie in Hilfe-Center und File Exchange

Gefragt:

am 22 Jun. 2023

Kommentiert:

am 26 Jul. 2023

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by