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setting min and max weights on the stocks for "max_quadratic_utility" , with market_netural=True #584

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blackivory opened this issue Feb 6, 2024 · 0 comments

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blackivory commented Feb 6, 2024

What are you trying to do?
setting min and max weights on the stocks for "max_quadratic_utility" , with market_netural=True

how can we add the contraints for min & max weights for a long/short market_neutral portfolio with ef.max_quadratic_utility

any help would be appreciated

What have you tried?
i tried #411 (comment)
but saying the solver has problems

blackivory added the question label

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