Anthony Ledford tackles the topic of optimisation, and in particular, convex optimisation.
Anthony Ledford tackles the topic of optimisation, and in particular, convex optimisation.
August 2016
In this chapter, Anthony tackles the important methodological topic of Optimisation, and in particular Convex Optimisation, and shows through a worked example how it relates to the portfolio construction problem of maximising return subject to a risk constraint.
Released on 11 October 2016
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