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❗ This is a read-only mirror of the CRAN R package repository. CLA — Critical Line Algorithm in Pure R. Homepage: https://gitlab.math.ethz.ch/maechler/CLA/

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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

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❗ This is a read-only mirror of the CRAN R package repository. CLA — Critical Line Algorithm in Pure R. Homepage: https://gitlab.math.ethz.ch/maechler/CLA/

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