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Master Thesis of Yanhao Shi

(advisor Martin Maechler, Seminar für Statistik, ETH Zurich)

The Critical Line Algorithm for Portfolio Optimization

Goals of this (private) git repo

  1. R code (versions) maintenance
  2. Packaging into a proper R package, using “public” data only

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.