Closed cschmer closed 5 years ago
It is not correct since I get False for the following question... may somebody help me?
I do not have any lambdas for functions. Do I need those? The only local variables I have are those that define parts of the equation (like A, or [mu, identity])
Fixed!
If anyone has a similar problem (Hopefully not), I did w0 @ mu instead of mu_target in my verticle stack of mu_p and 1.
Glad it worked! Just to add to the discussion,
gives the relationship between a given
mu_p
and wstar
. We can then use that weight vector wstar
to calculate portfolio variance, wstar.T @ Sigma @wstar
. The composition of these two functions gives us the relationship between mu_p
and the minimal variance.
For question 7 (analytical), I get this graph... This may be because I put the initial weight to w0. How should I resolve this or do something about this, or is this correct?