| Package | Description |
|---|---|
| tech.nmfin.portfoliooptimization.markowitz |
| Class and Description |
|---|
| MarkowitzByQP
Modern portfolio theory (MPT) is a theory of investment which attempts to
maximize portfolio expected return for a given amount of portfolio risk, or
equivalently minimize risk for a given level of expected return, by carefully
choosing the proportions of various assets.
|
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