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Marcel


Hochschule Darmstadt

Active since 2014

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3D surface (frontier) from a set of points
Hello, I would like to create a 3D surface plot out of 15 data points(x,y,z). x=[0.0080,0.0044,0.0068,0.0040,0.0061,0.00...

10 years ago | 1 answer | 0

1

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Maximize function with constraints using fmincon
Hi guys, I want to max a function with constraints. I think fmincon would work but I don't know how to write it that it works...

10 years ago | 1 answer | 0

1

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Answered
Maximize expected return with constraints
That is right. But: m = [0,0055 0,0063 0,0080 0,0060 0,0037 0,0035 -0,0028 0,0071 0,0055 0,0028] w = [w1 w2 w3 w4 w5 w6 w7 ...

10 years ago | 0

Answered
Maximize expected return with constraints
I know that it is very basic and trivial. When I put it in the Optimization toolbox it calculates E(r) with equal weights (that...

10 years ago | 0

Question


Maximize expected return with constraints
Hi guys, I need help for a really easy maximization. Max E(r)=(mean vector)*(weight vector)' I want to max the return by ...

10 years ago | 5 answers | 0

5

answers