does anybody know that if I use Treynor black model to optimize my portfolio, when the gearing limit was broken, how can i mandate the weight? cuz the weight comes from unsystematic risk and alpha of each stock.
does anybody know that if I use Treynor black model to optimize my portfolio, when the gearing limit was broken, how can i mandate the weight? cuz the weight comes from unsystematic risk and alpha of each stock.