Linear and Quadratic solvers in R
This is an enormous field, so we will only cover it at a comparatively high level.
The practical contains links to various sources that might be useful if you want to explore this further.
For attribution, please cite this work as
Katzke (2024, Aug. 20). Financial Econometrics Course: Portfolio Optimization. Retrieved from https://www.fmx.nfkatzke.com/posts/2020-08-07-practical-3/
BibTeX citation
@misc{katzke2024portfolio,
author = {Katzke, N.F.},
title = {Financial Econometrics Course: Portfolio Optimization},
url = {https://www.fmx.nfkatzke.com/posts/2020-08-07-practical-3/},
year = {2024}
}