项目作者: brayvid

项目描述 :
An implementation of the minimum-variance allocation algorithm in Robert C. Merton's 1972 paper "An Analytic Derivation of the Efficient Portfolio Frontier."
高级语言: Jupyter Notebook
项目地址: git://github.com/brayvid/EfficientPortfolio.git
创建时间: 2020-12-06T14:44:23Z
项目社区:https://github.com/brayvid/EfficientPortfolio

开源协议:

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