Erik Strock

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...

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...