Mean variance optimization

Use this forum to post questions about syntax problems or general programming issues. Questions on implementing a particular aspect of econometrics should go in "Econometrics Issues" below.
Post Reply
MOQ
Posts: 2
Joined: Thu Dec 20, 2018 4:41 am

Mean variance optimization

Unread post by MOQ »

Sir, I am working on mean variance optimization across variety of assets. Kindly guide me how I can do this on RATS. Thank You.
Top
TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

Re: Mean variance optimization

Unread post by TomDoan »

Have you looked at the portfolio.rpf example and the discussion in the User's Guide.
Top
Post Reply

Return to “Help With Programming”