Next week, we will continue the crash course on financial portfolio optimization, with application in R. The slides are available here, and R codes from there (in a Markdown).
The first part is still online, here.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (December 7, 2017). Optimal Portfolios #2. Freakonometrics. Retrieved October 12, 2026 from https://doi.org/10.58079/ov97
Hi,
Could you add to the post link to the first post?
Thank You.