Page 1 of 1

Mean variance optimization

Posted: Fri Feb 12, 2021 10:17 pm
by MOQ
Sir, I am working on mean variance optimization across variety of assets. Kindly guide me how I can do this on RATS. Thank You.

Re: Mean variance optimization

Posted: Sun Feb 14, 2021 10:08 am
by TomDoan
Have you looked at the portfolio.rpf example and the discussion in the User's Guide.