PortOpt [Portfolio Optimizer], a C++ program (with Python binding) implementing the Markowitz (1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk

Antonello Lobianco

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Keywords: Investment Decision; Mathematic (search for similar items in EconPapers)
Date: 2016-02-15
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Published in 2016, https://sourceforge.net/projects/portopt/

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