David Ardia

icon indicating a website link https://ardiad.github.io

icon company HEC Montréal icon location Canada icon location Professor in Quantitative Finance

Results 3 issues of David Ardia

Update package and website

@keblu we should update the way people cite the package; check my 3 points added to the github page. I follow David Hsieh practice. We should now push so that...

gross and LB, UB

1 comment

I had a question about using optimalPortfolio in the package RiskPortfolios in R. Is it possible to use multiple constraints, specifically the 'gross' constraint with the UB and LB? For...

help wanted

inverse

Hi David In the control argument, it would be good to add an argument “inverse” which in case of true reports also the inverse of the covariance matrix. In many...