Skip to main content
11 events
when toggle format what by license comment
Jan 5, 2015 at 21:39 vote accept user13895
Jan 5, 2015 at 21:39
Dec 28, 2014 at 10:37 answer added Kyle Balkissoon timeline score: 1
Dec 23, 2014 at 15:56 comment added user13895 Hi, yes It is my codes that I could not put short-sale constraint.
Dec 23, 2014 at 7:45 comment added Bob Jansen Hi, welcome to Quant.SE! I merged your answer into the question as it was not really an answer but more of an extension.
Dec 23, 2014 at 7:45 history edited Bob Jansen CC BY-SA 3.0
Merge non-answer with question
Dec 22, 2014 at 23:12 comment added user13895 I need to add w≥0 constraint. Should I add like this and solve for w ? L(w,λ,δ, θ)=w'Σw+λ(q-w'μ)+δ(1-w'e)+θ(w)
Dec 22, 2014 at 22:53 comment added Rusan Kax Why could you not add the non-negativity constraints? You just need to include more terms in the Lagrangian, no? Search for Lagrangian with inequality constraints - I do not have time right now to post a full answer.
Dec 22, 2014 at 22:24 comment added user13895 I actually use Lagrange solution for portfolio optimization. I solved the minimum variance portfolio subject to the constraints that are all weights sum up to 1 and target return constraint. But I could not add the nonnegativity constraints. In this case I have negative weights as well. I have inverted matrix. I can not use the traditional optimization packages such as quadprog etc. in R. Because they use covariance matrix as an input. I have inverted one.
Dec 22, 2014 at 21:17 comment added Rusan Kax Have you already inverted the covariance matrix? About your actual optimisation problem, what have tried, and why did it not work?
Dec 22, 2014 at 20:37 review First posts
Dec 22, 2014 at 20:49
Dec 22, 2014 at 20:37 history asked user13895 CC BY-SA 3.0