Erik Strock

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Latest activity by Erik Strock
  • Erik Strock commented,

    hi Eli Towle, Thanks for the response. I'm trying to develop an efficient frontier (Efficient Frontier: What It Is and How Investors Use It (investopedia.com)) by modeling many scenarios with the s...

  • Erik Strock commented,

    Hi Eli Towle - in your first solution above you state, "A solution y_bar to the above problem can be mapped to the original problem using the same transformation"... Essentially, divide the optimiz...