Too many trades? Mean variance portfolio optimization and rebalancing?

(1) Advance math level including probabilitty theory

(2) Graduate course in portfolio optimization

(3) Actual experience apllying math models and optimization

These are the assumptions. Are you expecting anyone who spent his youth studying for a degree in finance to explain them to you in a few lines in a forum?

 

Please don't mysteriousize it. It should be just a few lines of assumptions.

 

lol! Let us start with something easier. Do you know what assumptions are required to justify the statement

1+1 = 2?

 

My daughter actually believes this is a true assumption. :=)

 

I believe that it took something like 200 pages of formal proofs for Russell to prove that in Principia Mathematica

http://en.wikipedia.org/wiki/Principia_Mathematica#Quotations

 

And of course Principia was washed away not long after http://www.research.ibm.com/people/h/hirzel/papers/canon00-goedel.pdf