Stanford University Convex Optimization Group
- 610 followers
- Stanford, CA
- http://www.stanford.edu/~boyd
Pinned Loading
Repositories
Showing 10 of 105 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.
cvxgrp/markowitz-reference’s past year of commit activity - ls-spa-benchmark Public
cvxgrp/ls-spa-benchmark’s past year of commit activity - cvxmarkowitz Public
cvxgrp/cvxmarkowitz’s past year of commit activity - cov_pred_finance Public
cvxgrp/cov_pred_finance’s past year of commit activity