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mobook · Nov 7, 2023 · 45d6bef · 45d6bef
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diff --git a/_sources/notebooks/05/markowitz_portfolio.ipynb b/_sources/notebooks/05/markowitz_portfolio.ipynb
@@ -149,7 +149,7 @@
    "id": "5f6de49c",
    "metadata": {},
    "source": [
-    "We now calculate the optimal investment strategy for a portfolio with $n=3$ assets, with expected returns $\\mu = (1.2, 1.1, 1.3)$ and a predefined covariance matrix. We set the risk parameter $\\gamma$ to $q$ and the risk-free return rate $R$ to $1.01$."
+    "We now calculate the optimal investment strategy for a portfolio with $n=3$ assets, with expected returns $\\mu = (1.2, 1.1, 1.3)$ and a predefined covariance matrix. We set the risk parameter $\\gamma$ to $1$ and the risk-free return rate $R$ to $1.01$."
    ]
   },
   {

diff --git a/notebooks/05/markowitz_portfolio.html b/notebooks/05/markowitz_portfolio.html
@@ -607,7 +607,7 @@ <h2>Problem description and model formulation<a class="headerlink" href="#proble
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-<p>We now calculate the optimal investment strategy for a portfolio with <span class="math notranslate nohighlight">\(n=3\)</span> assets, with expected returns <span class="math notranslate nohighlight">\(\mu = (1.2, 1.1, 1.3)\)</span> and a predefined covariance matrix. We set the risk parameter <span class="math notranslate nohighlight">\(\gamma\)</span> to <span class="math notranslate nohighlight">\(q\)</span> and the risk-free return rate <span class="math notranslate nohighlight">\(R\)</span> to <span class="math notranslate nohighlight">\(1.01\)</span>.</p>
+<p>We now calculate the optimal investment strategy for a portfolio with <span class="math notranslate nohighlight">\(n=3\)</span> assets, with expected returns <span class="math notranslate nohighlight">\(\mu = (1.2, 1.1, 1.3)\)</span> and a predefined covariance matrix. We set the risk parameter <span class="math notranslate nohighlight">\(\gamma\)</span> to <span class="math notranslate nohighlight">\(1\)</span> and the risk-free return rate <span class="math notranslate nohighlight">\(R\)</span> to <span class="math notranslate nohighlight">\(1.01\)</span>.</p>
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 <div class="highlight-ipython3 notranslate"><div class="highlight"><pre><span></span><span class="c1"># Specify the initial capital, the risk threshold, and the guaranteed return rate.</span>

diff --git a/searchindex.js b/searchindex.js