Portfolio Allocation/Simulation

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alpha

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.

Download Now! akutan-docs-1.0.jar (707.4 KB) OR View all files

http://www.akutan.org

Release Date:

2009-03-03

Topics:

Investment

License:

BSD License

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Code committed

jwalters committed patchset 158 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 9 files

posted by jwalters 148 days ago
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jwalters committed patchset 157 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 15 files

posted by jwalters 148 days ago
Code committed

jwalters committed patchset 156 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 2 files

posted by jwalters 152 days ago
Code committed

jwalters committed patchset 155 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 6 files

posted by jwalters 158 days ago
Code committed

jwalters committed patchset 154 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 4 files

posted by jwalters 158 days ago
Code committed

jwalters committed patchset 4 of module aawb to the Portfolio Allocation/Simulation CVS repository, changing 2 files

posted by jwalters 230 days ago
Code committed

jwalters committed patchset 3 of module aawb to the Portfolio Allocation/Simulation CVS repository, changing 7 files

posted by jwalters 230 days ago
Code committed

jwalters committed patchset 153 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 1 files

posted by jwalters 230 days ago
Code committed

jwalters committed patchset 152 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 1 files

posted by jwalters 230 days ago
Code committed

jwalters committed patchset 151 of module akutan to the Portfolio Allocation/Simulation CVS repository, changing 2 files

posted by jwalters 230 days ago

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