by jwalters
Various quantitative finance algorithms in areas related to asset allocation and portfolio simulation. Includes Black-Litterman model, State/Preferencem Interior points, and Active Set quadratic optimization.
jwalters committed patchset 158 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 9 files
jwalters committed patchset 157 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 15 files
jwalters committed patchset 156 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 2 files
jwalters committed patchset 155 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 6 files
jwalters committed patchset 154 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 4 files
jwalters committed patchset 4 of module aawb to the Portfolio Allocation/Simulation CVS repository, changing 2 files
jwalters committed patchset 3 of module aawb to the Portfolio Allocation/Simulation CVS repository, changing 7 files
jwalters committed patchset 153 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 1 files
jwalters committed patchset 152 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 1 files
jwalters committed patchset 151 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 2 files
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