Portfolio_Construction
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20 hours ago •
gzj1992
gzj1992
Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
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Line 27: `expected_return_vec = np.transpose(np.mat(self.data.mean()))` If your input data `self.data` is a matrix (np.ndarray) then `self.data.mean()` returns only a scalar. You may want to consider `self.data.mean(axis=0)`. Also I suggest you...
I want to learn about portfolio, can you share me with some slides of the course FINC6009. Thanks a lot!
