XlQuant
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    MVU.FI.BOX
    In This Topic
    MVU optimization with the full investment and bounds constraints

    ARGUMENTS

    Returns Empty Vector
    Covariance The covariance matrix Matrix
    RiskAversion The risk averse coefficient Real number
    LowerBound The vector of lower bound Vector
    UpperBound The vector of upper bound Vector

     

     

    XlQuant version : 1.0.16.0