alejandro-sotolongo/CriticalLineAlgo: Portfolio Optimization using the Critical Line Algorithm
A lightweight implementation of the Critical Line Algorithm to solve for corner portfolios along the efficiency frontier.
Getting started
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Package details |
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| Author | Alejandro Sotolongo |
| Maintainer | Alejandro Sotolongo <alejandro.l.sotolongo@gmail.com> |
| License | GPLv3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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