Statistics
1 Question
0 Answers
RANK
242,730
of 301,440
REPUTATION
0
CONTRIBUTIONS
1 Question
0 Answers
ANSWER ACCEPTANCE
0.0%
VOTES RECEIVED
0
RANK
of 21,282
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 174,580
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Discussions
AVERAGE NO. OF LIKES
Feeds
Question
using fmincon with a turnover penalty function
I use fmincon on the following function: vol=w'*Cov*w + (c*(w-PriorWeights)'*Cov*(w-PriorWeights)); To minimize volatility, ...
9 years ago | 0 answers | 0
