README.md

Master Thesis of Yanhao Shi

(advisor Martin Maechler, Seminar für Statistik, ETH Zurich)

The Critical Line Algorithm for Portfolio Optimization

Goals of this (private) git repo

  1. R code (versions) maintenance
  2. Packaging into a proper R package, using "public" data only


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CLA documentation built on Dec. 16, 2021, 5:07 p.m.