An Open-Source Implementation of the Critical-Line...

Algorithms 2013 / 03 Vol. 6; Iss. 1

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Bailey, David, López de Prado, Marcos
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Volume:
6
Language:
english
Journal:
Algorithms
DOI:
10.3390/a6010169
Date:
March, 2013
File:
PDF, 401 KB
english, 2013
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