I agree that the object is non-linear. At least the rate of return part is linear. I cannot expose too much about the detail of the algorithm. You...
This tool's(http://quicark.com/OptimalPortfolio.aspx) principle is: if prices of securities happened in the past, it will happen in the future in...
The tool http://quicark.com/OptimalPortfolio.aspx (how to use it http://quicark.com/OptimalPortfolioHelp.aspx) can help traders to determine...
You can look at http://quicark.com/OptimalPortfolio.aspx and http://quicark.com/OptimalPortfolioHelp.aspx. Hope his may help.
www.quicark.com has a margin calcultor and it's free for limited time
Separate names with a comma.