RainbowStats™ · Finance commands

KKT_PORTFOLIO

Construct the editable constrained-portfolio model.

Syntax

KKT_PORTFOLIO(priceSeriesList)

Example

KKT_PORTFOLIO(LIST(US_ZERO(DGS10,10),US_ZERO(DGS2,2)))

Details

Receives a list of price series. The inspected implementation aligns histories, takes log changes, annualizes using 255 observations, shrinks individual means toward the average and adds a covariance ridge. Editable inputs include rates, target return, portfolio value and position bounds. Initial dividend and earnings yields are model defaults, not fetched fundamentals. Review those inputs before interpreting a solution.

No result-specific extract inventory was verified for this wrapper. Interactive models may inherit extraction behavior from their base classes.