Initializing help system before first use

# Problem description

The investor may also look at his portfolio selection problem from a different angle: instead of maximizing the estimated return and limiting the portion of high-risk investments he now wishes to minimize the risk whilst obtaining a certain target yield. He adopts the Markowitz idea of getting estimates of the variance/covariance matrix of estimated returns on the securities. Which investment strategy should the investor adopt to minimize the variance subject to getting a minimum target yield of 9?

Parent Topic Quadratic Programming

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