Class | Description |
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MarkowitzByCLM |
Solves for the optimal weights in the Markowitz formulation by critical line
method.
|
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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