Man pages for alejandro-sotolongo/CriticalLineAlgo
Portfolio Optimization using the Critical Line Algorithm
| calc_lambda | Calculate lambda |
| calc_port_mu | Portfolio return |
| calc_port_vol | Portfolio volatility |
| calc_target_vol | Solve weights for a target volatility |
| calc_wgt_f | Calculate free weights |
| clean_store | Remove weight solutions that violate the lowerbound... |
| get_b | Get bound weights from free weights |
| init_cla | Initialize Critical Line Algo |
| run_cla | Run the critical line algo |
| sub_mat | Subset matrices into free and bound sections |
