[ojAlgo-user] Markowitz Model Problem
Mathematics, linear algebra and optimisation
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From: Ruan W. <is0...@ma...> - 2009-01-14 02:59:07
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Hi, I use the Markowitz model to calculate the optimize some assets' weights, and set all the assets' lowerlimit with Zero and set all the upperlimits with One, but it turns out with some negative value which are little than Zero, it seems that the lowerlimit does not work. So I want to ask what should I do it to confirm the lowerlimit? -- Best regards weichao |