Share

More
Portfolio Allocation/Simulation Icon

Portfolio Allocation/Simulation

alpha

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.


http://www.akutan.org





Separate each tag with a space.

Release Date:

2009-03-03

Topics:

License:

Ratings and Reviews

Be the first to post a text review of Portfolio Allocation/Simulation. Rate and review a project by clicking thumbs up or thumbs down in the right column.

Project Feed

Rate and Review

Be the first person to add a text review.

Would you recommend this project?






<

Related Projects

Portfolio Allocation/Simulation Actions

Thanks for your rating!

Would you also like to write a review?





Skip Review