Failure in initial objective function evaluation. FMINCON cannot continue HELP
Hi, I have to solve the problem in the image but my fmincon doesn't work. Someone could help me? My code attached. Thanks in adv...
7 months ago | 0 answers | 0
Maximum Diversified Porfolio (MDP) fmincon optimization problem doesn't work
Goodmorning to all, I have to solve the following problem (image) with fmincon: x is the portfolio weight vector, sigma the st...
7 months ago | 1 answer | 0