From: https://lf0.com/post/portfolio-optimisation-model/portfolio-optimisation-r/ Introduction: The literature in portfolio optimisation has been around for decades. In this post I cover a number of traditional portfolio optimisation models. The general aim is to select a portfolio of assets out of a set of all possible portfolios being considered with a defined objective function. The data: The data is … Continue reading Quantitative Analytics: Optimal Portfolio Allocation →