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 1
1 LEF - Laboratoire d'Economie Forestière
Keywords : Investment Decision Mathematic
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https://hal-agroparistech.archives-ouvertes.fr/hal-01590628
Contributor : David Gasparotto <>
Submitted on : Tuesday, September 19, 2017 - 6:31:51 PM
Last modification on : Friday, July 27, 2018 - 3:00:45 PM

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Antonello Lobianco. 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. 2016, https://sourceforge.net/projects/portopt/. ⟨hal-01590628⟩

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