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Merge pull request #191 from dcajasn/dcajasn-patch-1
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Update portfolio.rst
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dcajasn authored Feb 8, 2024
2 parents 59d8f4a + 5cd643b commit ac2af32
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2 changes: 1 addition & 1 deletion docs/source/portfolio.rst
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Expand Up @@ -234,7 +234,7 @@ that results from optimize one of the following 4 objective functions:

.. math::
\begin{aligned}
&\underset{w}{\max} & & \underset{\Sigma \, \in \, U_{\Sigma}}{\max} w^{T} \Sigma w\\
&\underset{w}{\min} & & \underset{\Sigma \, \in \, U_{\Sigma}}{\max} w^{T} \Sigma w\\
&\text{s.t.} & & Aw \geq B\\
\end{aligned}
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