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Please guide me on how to get the right min/max value for the number of assets. I am working to maximize a set of score objectives with a min/max number of assets constraints.
@phschiele It is working no problem using default objectives such min_vol or max_sharpe. However it is not working when i try using convex objective such as maximize a set of scores.
Please guide me on how to get the right min/max value for the number of assets. I am working to maximize a set of score objectives with a min/max number of assets constraints.
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