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Medium · portfolio_optimization · Quant Researcher interview question · portfolio-optimization, mean-variance, markowitz, efficient-frontier, scipy
The Markowitz efficient frontier describes the set of portfolios that minimize variance for a given level of expected return. It is a foundational concept in modern portfolio theory and a standard numerical exercise in quantitative finance. Tracing the frontier is a key step for systematic strategies involving asset allocation, factor overlays, and risk management. Task Implement the function solution(mu: listfloat, cov: listlistfloat, n_points: int = 20). This function should compute the mean-