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Q: Optimization algorithm ( No Answer,   0 Comments )
Subject: Optimization algorithm
Category: Computers > Algorithms
Asked by: tbicho-ga
List Price: $100.00
Posted: 29 Oct 2005 09:43 PDT
Expires: 29 Oct 2005 10:51 PDT
Question ID: 586403
Assume I have a portfolio of n securities that I can allocate some
cash to, in order to select the combination of cash to alloatee that
would -for example yield the lowest standard deviation or the highest
yield. I have the formulas to work both but I need an algorithm to
create the different kinds of potfolios
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