README.md
In alejandro-sotolongo/CriticalLineAlgo: Portfolio Optimization using the Critical Line Algorithm
CriticalLineAlgo
Mean-variance optimization using Markowitz's Critical Line Algorithm. This algorithm will find the weights of the corner portfolios along the efficiency frontier with a long-only constraint.
Install
devtools::install_github('alejandro-sotolongo/CriticalLineAlgo')
alejandro-sotolongo/CriticalLineAlgo documentation built on June 1, 2024, 1:18 p.m.
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CriticalLineAlgo
Mean-variance optimization using Markowitz's Critical Line Algorithm. This algorithm will find the weights of the corner portfolios along the efficiency frontier with a long-only constraint.
Install
devtools::install_github('alejandro-sotolongo/CriticalLineAlgo')
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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