Comment by manp2 3 years ago I heard convex optimiztion techniques are widely used as well, is that true? 2 comments manp2 Reply frankc 3 years ago Yes, especially in, but limited to, portfolio construction. Check out the mosek portfolio construction cookbook. singhrac 3 years ago Yes. I worked on convex optimization in trading (deeply involved with fine-tuning, constraint selection, utility function construction, etc.).
frankc 3 years ago Yes, especially in, but limited to, portfolio construction. Check out the mosek portfolio construction cookbook.
singhrac 3 years ago Yes. I worked on convex optimization in trading (deeply involved with fine-tuning, constraint selection, utility function construction, etc.).
Yes, especially in, but limited to, portfolio construction. Check out the mosek portfolio construction cookbook.
Yes. I worked on convex optimization in trading (deeply involved with fine-tuning, constraint selection, utility function construction, etc.).