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Other publications
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
Keywords :
Investment Decision
Mathematic
https://hal-agroparistech.archives-ouvertes.fr/hal-01590628
Contributor : David Gasparotto Connect in order to contact the contributor
Submitted on : Tuesday, September 19, 2017 - 6:31:51 PM
Last modification on : Friday, August 5, 2022 - 2:38:10 PM
Contributor : David Gasparotto Connect in order to contact the contributor
Submitted on : Tuesday, September 19, 2017 - 6:31:51 PM
Last modification on : Friday, August 5, 2022 - 2:38:10 PM