Stanford University Convex Optimization Group
- 540 followers
- Stanford, CA
- http://www.stanford.edu/~boyd
Pinned
Repositories
Showing 10 of 101 repositories
-
- markowitz-reference Public
This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.
- cov_pred_finance Public
- cvxstatarb Public
- cvxmarkowitz Public
Top languages
Loading…