Critical Line Algorithm in Pure R

CLA | Critical Line Algorithm for mean-variance optimal portfolio |

findMu | Find mu(W) and W, given sigma(W) and CLA result |

findSig | Find sigma(W) and W, given mu(W) and CLA result |

MS | Means (Mu) and Standard Deviations (Sigma) of the "Turning... |

muSigmaGarch | Compute (mu, Sigma) for a Set of Assets via GARCH fit |

muS.sp500 | Return Expectation and Covariance for "FRAPO"s SP500 data |

plot.CLA | Plotting CLA() results including Efficient Frontier |

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