Greetings,
I am working on a problem in finance that involves solving an
optimization problem related to asset allocation (that is, what
proportion of my wealth should I hold in "n" different types of
assets). The solution to this problem for n assets is a vector of n
proportions that sum to one. Typically the solutions are indexed by a
parameter r. One will solve the n-asset problem for k different values
of r, resulting in a family of proportions, each of length n. My
objective is to find a way to effective to depict the family of
solutions to this problem graphically, particularly for large values of
k and n, e.g. k>20 and n>20
I would very much appreciate any suggestions. Thank you.
Best regards,
Mark
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