Portfolio Optimization for Minimum Risk with Scipy — Efficient Frontier Explained
Published in
5 min readMay 5, 2018
(This post is also available in my blog)
Beyond the bound
Given 4 assets’ risk and return as following, what could be the risk-return for any portfolio built with the assets. One may think that all possible values have to fall inside the convex hull. But it is possible to go beyond the…