An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization
Portfolio optimization is one of the problems most frequently encountered by financial practitioners. The main goal of this paper is to fill a gap in the literature by providing a well-documented, step-by-step open-source implementation of Critical Line Algorithm (CLA) in scientific language. The co...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2013-03-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1999-4893/6/1/169 |