Marcell Frisch

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Recent activity by Marcell Frisch Recent activity Votes

  • Formulating Sharpe Ratio Objective Function in Gurobi

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    Dear Gurobi Community, I am currently working on a portfolio optimization problem using Gurobi and encountered a challenge in formulating the objective function to optimize the Sharpe Ratio more pr...

    Marcell Frisch 4 followers 12 comments 0 votes