Trying to solve for (vertical) vector $β$ of length $n$, that maximizes scalar function $f(β)$
$f(\beta) = \frac{\beta^T \mu}{\sqrt{\beta^T M \beta}}$
where $μ$ is a (vertical) vector of length $n$, and $M$ is a $n \times n$ matrix.
Is there a closed form solution for $β$ - and what is it, if it exists?