How to solve a system of equations and constraints for portfolio optimization?
问题 I have a DataFrame as follows : Name Volatility Return a 0.0243 0.212 b 0.0321 0.431 c 0.0323 0.443 d 0.0391 0.2123 e 0.0433 0.3123 I'd like to have a Volatility of 0.035 and the maximized Return for that volatility. That is, I'd like, in a new Df the Name and the percentage of that asset that will be in my portfolio that gives the maximum Return for a Volatility equals to 0.035 . Therefore, I need to solve a system of equations with multiple conditions, to obtain the best solution (Highest