variance of portfolio as objective function

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Sameer
Sameer le 19 Mai 2014
Réponse apportée : Star Strider le 19 Mai 2014
how would be able to set up the variance of a portfolio as an seperate objective function?
I have the data read in from excel already

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Réponses (2)

Star Strider
Star Strider le 19 Mai 2014
Image Analyst
Image Analyst le 19 Mai 2014
What do you mean? There already is a built in function for variance called var(). Why do you need to make your own function for that?
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Star Strider
Star Strider le 19 Mai 2014
Use an anonymous function.
Sameer
Sameer le 19 Mai 2014
whats that

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