Re: RE: random generation of constrained portfolio allocation weights

Posted by ML-21 on Sep 08, 2004; 2:39am
URL: http://quantlib.414.s1.nabble.com/random-generation-of-constrained-portfolio-allocation-weights-tp3309p3317.html

> Actually, I made a little mistake: I incorrectly wrote there were 2N+1
> inequalities, but of course there are 2 inequalities and 1 equation.

2 --> 2N

(early morning syndrome :) )