Lower bound or distribution of shares in Portfolio Optimization python

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I have to porfolio optimize in python.

I used bounds

from scipy.optimize import minimize, Bounds,

bounds = tuple((0, 0.2) for asset in range(num_assets))

But actually i have lower bound equals = 0.05. I would like the results to have portfolios in the range from 0.2 to 0.05 or 0.

Is it possible to do this within this function? Or should I just delete all other such portfolios?

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