Displaying 1 result from an estimated 1 matches for "swissfinanceinstitute".
2012 Jan 13
1
Portfolio Optimization
Hi,
I'm an R newbie and I've been struggling with a optimization problem for
the past couple of days now.
Here's the problem - I have a matrix of expected payouts from different
stock option strategies. Each column in my matrix represents a different
stock and each row represents the return to the strategy given a certain
market move. So the rows are not a time series of percentage