PORTFOLIO—Mean-variance portfolio analysis

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

PORTFOLIO—Mean-variance portfolio analysis

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PORTFOLIO.RPF uses quadratic programming to solve for optimal portfolios given the means (in a vector) and covariance matrix (in a SYMMETRIC) of a set of returns.

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Last bumped by TomDoan on Tue Dec 03, 2024 5:06 pm.
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