Mean Variance Frontier with Short Sales Constraints

[maxchendt]

for https://github.com/PaulSoderlind/FinancialTheoryMSc/blob/master/Ch03b_MV_NoShortSales.ipynb

I find that EfficientFrontier.jl is a better choice than the numerical solver OSQP. And there is a User Guides for EfficientFrontier.jl

[PaulSoderlind]

Thanks. I'll give it a try. I like using OSQP for the all these optimisations that pop up in the lecture notes (MV, style analysis, LASSO, etc), but I should (as a minimum) include a link to EfficientFrontier.jl.