Dominik Meyer
- Total activity 2
- Last activity
- Member since
- Following 0 users
- Followed by 0 users
- Votes 0
- Subscriptions 1
Posts
Recent activity by Dominik Meyer-
L1 Norm Constraint in Maximum-Sharpe-Ratio Portfolio
Dear Gurobi Community,I successfully implemented a Minimum-Variance Portfolio with L1 Norm Constraint in order to control the short selling budget (e.g. to create a 130/30 long short strategy). Doi...