Solve a Markowitz one-period mean-variance model in the browser

Math based on Claus Munk's paper "A Mean-Variance Benchmark for Household Portfolios over the Life Cycle" dated September 15, 2016.


Risk free rate (rf):
Expected stock return (muS):
Stock price volatility (sigmaS):
Expected housing return (muH):
House price volatility (SigmaH):
Human capital volatility (SigmaL):
Stock-house correlation (SigmaSH):
Stock-human capital correlation (SigmaSL):
House-human capital correlation (SigmaHL):
Risk aversion coefficient (Gamma):
Borrow at most fraction (1-Kappa):
Shorting allowed (check for yes):
Human-financial wealth ratio (LF): Changes automatically.