Quadprog Error Amat And Bvec Are Incompatible

Apr 17, 2011 · As recounted in Portfolio Theory is Dead, Now What?, the minimum variance portfolio is the optimal portfolio in a world with zero risk premium….

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where $w$ is the vector of portfolio weights, $Sigma$ is the variance-covariance matrix of the assets, and $iota$ is an appropriately-sized vector of ones….

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