dpicone1/PortfolioOptimization
A classical Porfolio Optimization question: is the value of the slope of the tangent line at the tangent point the same as the value of the Sharpe Ratio?
Jupyter Notebook
A classical Porfolio Optimization question: is the value of the slope of the tangent line at the tangent point the same as the value of the Sharpe Ratio?
Jupyter Notebook