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Financioneroncios/Kurtosis_Portfolio.ipynb

Created September 27, 2022 04:34
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  1. You can't replace MOSEK with a FOSS software for semidefinite programming, it's like try to replace a Ferrari with a bicicle in a speed race.
  2. Read the associated paper. The parametric version of kurtosis uses a lot of resources and Skewness can't be optimized 😅

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