Message-ID: <1343042656350-4637425.post@n4.nabble.com>
Date: 2012-07-23T11:24:16Z
From: MaheshT
Subject: Help with Portfolio Optmization
Hi,
I need some help with Portfolio Optimization problem. I am trying to find
the minimum variance portfolio subjected to constraints on weights like
/x1< w1 <x2
x3< w2 <x4</i>
I need help with solving for the minimum variance portfolio as solve.QP
doesn't allow me to specify the lower boundaries.
Thanks
Mahesh
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