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How to add turnover constraint #555

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MZ-enfuego opened this issue Aug 9, 2023 · 0 comments
Open

How to add turnover constraint #555

MZ-enfuego opened this issue Aug 9, 2023 · 0 comments
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@MZ-enfuego
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For my portfolio optimization, I need to add a turnover constraint that total turnover is less than 50%. This constraint seems like a nonconvex one, what is the best way to implement, please?
@MZ-enfuego MZ-enfuego added the question Further information is requested label Aug 9, 2023
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