photo

DrLoz


Active since 2018

Followers: 0   Following: 0

Statistics

  • Thankful Level 2
  • Thankful Level 1

View badges

Feeds

View by

Question


Find weights of a portfolio given variance and covariance matrix
I'm not sure how to back out the weights of a portfolio given the covariance matrix of the assets and variance of the portfolio ...

mer än 6 år ago | 0 answers | 0

0

answers

Question


exit flag -2
Hi, I have the following code which returns exit flag -2. I've tried using different algorithms and different initial starting ...

mer än 6 år ago | 0 answers | 0

0

answers

Question


fmincon error nonlcon must be a function
I get the following error when using fmincon: NONLCON must be a function. Error in fmincon (line 409) confcn = ...

mer än 6 år ago | 1 answer | 0

1

answer

Question


Unknown or unsupported solverType fmincon specified for this object
Hi, I get the error: Unknown or unsupported solverType fmincon specified for this object when running this code: load CA...

mer än 6 år ago | 1 answer | 0

1

answer