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Dennis Göbel


Last seen: fast 4 Jahre vor Aktiv seit 2019

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How to derive efficient frontier by maximizing the utility function?
Hey, I want derive the efficient frontier according to the mean varaince framework by maximizing the utility function U = w'R -...

etwa 4 Jahre vor | 0 Antworten | 0

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How do I put a series of sum into a function?
Hi! I am trying to solve the optimization problem for a risk parity portfolio. To be precise: is a nx1 vector of portfolio...

fast 5 Jahre vor | 1 Antwort | 0

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