markowitz_soco.py File Reference

simple markowitz model for portfolio optimization. More...

Go to the source code of this file.

Namespaces
	markowitz_soco

Functions
def	markowitz (I, sigma, r, alpha)

Variables
float	alpha = 1.05
int	EPS = 1.e-6
	I
def	model = markowitz(I, sigma, r, alpha)
	r
	sigma
def	x = model.data

Detailed Description

simple markowitz model for portfolio optimization.

Definition in file markowitz_soco.py.