# Package tech.nmfin.portfoliooptimization.markowitz

• Class Summary
Class Description
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.