The mean-variance (MV) portfolio is typically formulated as a quadratic programming (QP) problem that linearly combines the conflicting objectives of minimizing the risk and maximizing the expected return through a risk aversion profile parameter. In this formulation. the two objectives are expressed in different units. an issue that could definitely hamper obtaining a more competitiv... https://www.inmuebleslasmercedes.com/product-category/receiving-scales/