Mean variance optimization

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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.
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TomDoan
Posts: 7814
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.
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