Python, Cvxpy, Optimization.
the returns and covariances of assets, subject to budget and risk constraints. Python Code import cvxpy as cp import numpy as np # Define the number of assets n = 4 # Define the variables w = cp.Variable(n) # Expected returns mu = np.array([0.1, 0.2, 0.15, 0.07]) # Covariance matrix Sigma =