CLA
Critical Line Algorithm in Pure R
Implements 'Markowitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization, see Markowitz (1952) doi:10.2307/2975974. Care has been taken for correctness in light of previous buggy implementations.
- Version0.96-3
- R version≥ 3.6.0
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release07/29/2024
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Martin Maechler
MaintainerShow author detailsYanhao Shi
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