Efficient Portfolios — mentioned by keithalewis

Sun, 02 Feb 2025 05:15:48 GMT

The Wikipedia page on this is sufficient. If F:X -> Y is a function between normed linear spaces then DF:X -> L(X,Y), where L(X,Y) is the vector space of linear operators from X to Y, satisfies F(x + h) = F(x) + DF(x)h + o(h). A function is differentiable if it can be locally approximated by a linear operator. Some confusion arises from the difference between f:R -> R and f':R -> R. It's Fréchet derivative is Df:R -> L(R,R) where Df(x)h = f'(x)h. Row vectors and column vectors a just a clumsy way of thinking about this. BTW, all you need in order to publish on arixv.org is to know a FoF.…

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Efficient Portfolios — mentioned by keithalewis

Thu, 01 Jun 2023 23:32:19 GMT

A big seller? So you are shorting this list? Little know fact: the CAPM is an equality of random variables, not just their expected value. https://arxiv.org/abs/2009.10852

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Efficient Portfolios · HackerPapers discussions

Efficient Portfolios — mentioned by keithalewis

Efficient Portfolios — mentioned by keithalewis