2 problems
Let and denote the standard deviations of portfolio risk and returns, respectively, as defined in modern portfolio theory. Let be a lower bound infl…
Error-order conjecture. The expected coordinatewise error satisfies
Let and denote the standard deviations of portfolio risk and returns, respectively, as defined in modern portfolio theory. Let be a lower bound infl…
Error-order conjecture. The expected coordinatewise error satisfies