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Geraldine Bailey

Cape Town, South Africa

Masters student at the University of Cape Town studying in the field of Financial Maths.

Email: blyger002[at]myuct[dot]ac[dot]za

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Top Questions

Robust Bayesian portfolio optimization in matlab?

programming portfolio-management robust-optimization asked Jan 26, 2013 at 10:50

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Analyzing the angle between vector of weights and vector of returns in mean-variance optimization

portfolio-management optimization covariance mean-variance eigenvalue asked Jan 18, 2013 at 21:08

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Robust-Bayesian optimization in Markowitz framework

mean-variance robust-optimization asked Jan 23, 2013 at 13:58

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