An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Author： Bailey David H.   de Prado Marcos López  

Publisher： MDPI

E-ISSN： 1999-4893|6|1|169-196

ISSN： 1999-4893

Source： Algorithms, Vol.6, Iss.1, 2013-03, pp. : 169-196

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