A Java implementation of the VBA code for the Critical Line Algorithm in the book "Mean-Variance Analysis in Portfolio Choice and Capital Markets" by Harry M. Markowitz
-
Updated
Jun 26, 2020 - Java
#
mean-variance-optimization
Here is 1 public repository matching this topic...
Improve this page
Add a description, image, and links to the mean-variance-optimization topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the mean-variance-optimization topic, visit your repo's landing page and select "manage topics."