Corrected Markowitz and Sortino views for optimal expected return
If you have seen any of my views of Markowitz for portfolio optimization for improved expected return. You see them here: Testing of Python Markowitz Portfolio packages https://quantlabs.net/blog/2017/08/deep-testing-of-python-markowitz-portfolio-packages/ You can always search for more with this Here are some corrections on both Sortino and Markowitz from some an expert on my Telegram PRIVATE group: Corrected …
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