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Implements 'Markovitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization, see Markovitz (1952) <doi:10.2307/2975974>. Care has been taken for correctness in light of previous buggy implementations.

Type Size Name Uploaded Downloads Labels
conda 1.2 MB | noarch/r-cla-0.96_2-r43h142f84f_0.tar.bz2  1 year and 27 days ago 20 main
conda 1.2 MB | noarch/r-cla-0.96_2-r42h142f84f_0.tar.bz2  2 years and 7 months ago 53 main
conda 1.2 MB | noarch/r-cla-0.95_1-r36h6115d3f_0.tar.bz2  4 years and 11 months ago 129 main

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