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Year : 2016
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https://hal-agroparistech.archives-ouvertes.fr/hal-01590628
Submitted on : Tuesday, September 19, 2017-6:31:51 PM
Last modification on : Wednesday, April 19, 2023-11:42:08 AM
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- HAL Id : hal-01590628 , version 1
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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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