Differences
This shows you the differences between two versions of the page.
| Both sides previous revision Previous revision | Next revision Both sides next revision | ||
|
personal:portfolio:portopt [2014/06/06 10:22] antonello [Usage] |
personal:portfolio:portopt [2014/06/06 10:22] antonello [Usage] |
||
|---|---|---|---|
| Line 120: | Line 120: | ||
| * Set alpha to zero to retrieve the portfolio with the highest mean, independently from variance (solution not guaranteed to be unique); | * Set alpha to zero to retrieve the portfolio with the highest mean, independently from variance (solution not guaranteed to be unique); | ||
| * Assets shares are returned in the x_h vector, eventual error code (0: all fine, 1: input data error, 2: no solutions, 3: didn't solve, 4: solver internal error) in the errorcode parameter. | * Assets shares are returned in the x_h vector, eventual error code (0: all fine, 1: input data error, 2: no solutions, 3: didn't solve, 4: solver internal error) in the errorcode parameter. | ||
| - | * Use option " | + | * Use option " |
| | | ||
| | | ||
