You wish to implement the XXX optimization for a portfolio containing 42 risky assets. To do so, you will need to estimate three (3) different types of inputs.
1)How many expected returns do you need to implement the optimization?
2)How many expected variances do you need to implement the optimization?
3)How many covariances do you need to implement the optimization?
Get Answers For Free
Most questions answered within 1 hours.