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enricoschumann
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NMOF
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
http://enricoschumann.net/NMOF
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Constrain number of assets in trackingPortfolio
#4
Thie1e
closed
1 year ago
6
wmin and wmax constraints in minCVaR are not hold
#3
pgarnry
closed
3 years ago
2
Use group constraint in mvPortfolio
#2
clcsar
closed
4 years ago
2
Heston Inputs
#1
SatoshiReport
opened
4 years ago
4