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How to add concentration penalty? #542

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metin-akyol opened this issue Jun 26, 2023 · 0 comments
Closed

How to add concentration penalty? #542

metin-akyol opened this issue Jun 26, 2023 · 0 comments
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@metin-akyol
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Could anyone share an example of how I can add a simple concentration penalty for the entire porfolio and for 2 groups within a portfolio? I saw this mentioned in one of the discussions but could not find any documentation for it.
@metin-akyol metin-akyol added the question Further information is requested label Jun 26, 2023
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