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cvxgrp
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markowitz-reference
This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.
Apache License 2.0
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Bump numpy from 2.0.0 to 2.0.1
#145
dependabot[bot]
closed
12 hours ago
0
Bump scs from 3.2.5 to 3.2.6
#144
dependabot[bot]
closed
2 weeks ago
0
Bump matplotlib from 3.9.0 to 3.9.1
#143
dependabot[bot]
closed
2 weeks ago
0
Bump pillow from 10.3.0 to 10.4.0
#142
dependabot[bot]
closed
2 weeks ago
0
Bump fonttools from 4.53.0 to 4.53.1
#141
dependabot[bot]
closed
2 weeks ago
0
Bump scs from 3.2.4.post3 to 3.2.5
#140
dependabot[bot]
closed
3 weeks ago
0
Bump osqp from 0.6.7 to 0.6.7.post0
#139
dependabot[bot]
closed
3 weeks ago
0
Bump pybind11 from 2.12.0 to 2.13.1
#138
dependabot[bot]
closed
3 weeks ago
0
Bump scipy from 1.13.1 to 1.14.0
#137
dependabot[bot]
closed
2 weeks ago
0
Bump scs from 3.2.4.post2 to 3.2.4.post3
#136
dependabot[bot]
closed
4 weeks ago
0
Bump cvxpy from 1.5.1 to 1.5.2
#135
dependabot[bot]
closed
4 weeks ago
0
Bump ecos from 2.0.13 to 2.0.14
#134
dependabot[bot]
closed
4 weeks ago
0
Bump qdldl from 0.1.7.post2 to 0.1.7.post4
#133
dependabot[bot]
closed
4 weeks ago
0
Bump mosek from 10.2.0 to 10.2.1
#132
dependabot[bot]
closed
1 month ago
0
Bump numpy from 1.26.4 to 2.0.0
#131
dependabot[bot]
closed
3 weeks ago
0
Bump packaging from 24.0 to 24.1
#130
dependabot[bot]
closed
1 month ago
0
Bump clarabel from 0.8.1 to 0.9.0
#129
dependabot[bot]
closed
1 month ago
0
Bump fonttools from 4.52.1 to 4.53.0
#128
dependabot[bot]
closed
1 month ago
0
Bump scs from 3.2.4.post1 to 3.2.4.post2
#127
dependabot[bot]
closed
1 month ago
0
Bump fonttools from 4.51.0 to 4.52.1
#126
dependabot[bot]
closed
1 month ago
0
Bump osqp from 0.6.5 to 0.6.7
#125
dependabot[bot]
closed
1 month ago
0
Bump mosek from 10.1.31 to 10.2.0
#124
dependabot[bot]
closed
1 month ago
0
Bump scipy from 1.13.0 to 1.13.1
#123
dependabot[bot]
closed
1 month ago
0
Bump clarabel from 0.7.1 to 0.8.1
#122
dependabot[bot]
closed
1 month ago
0
Bump matplotlib from 3.8.4 to 3.9.0
#121
dependabot[bot]
closed
2 months ago
0
Bump cvxpy from 1.4.3 to 1.5.1
#120
dependabot[bot]
closed
2 months ago
0
Bump mosek from 10.1.29 to 10.1.31
#119
dependabot[bot]
closed
2 months ago
0
Bump jinja2 from 3.1.3 to 3.1.4
#118
dependabot[bot]
closed
2 months ago
0
Bump mosek from 10.1.28 to 10.1.29
#117
dependabot[bot]
closed
2 months ago
0
Bump cvxpy from 1.4.2 to 1.4.3
#116
dependabot[bot]
closed
3 months ago
0
Bump qdldl from 0.1.7.post1 to 0.1.7.post2
#115
dependabot[bot]
closed
3 months ago
0
Bump pandas from 2.2.1 to 2.2.2
#114
dependabot[bot]
closed
3 months ago
1
Bump pillow from 10.2.0 to 10.3.0
#113
dependabot[bot]
closed
3 months ago
0
Bump pandas[output-formatting] from 2.2.1 to 2.2.2
#112
dependabot[bot]
closed
3 months ago
0
Bump qdldl from 0.1.7.post0 to 0.1.7.post1
#111
dependabot[bot]
closed
3 months ago
0
Bump scipy from 1.12.0 to 1.13.0
#110
dependabot[bot]
closed
3 months ago
0
Bump matplotlib from 3.8.3 to 3.8.4
#109
dependabot[bot]
closed
3 months ago
0
Bump fonttools from 4.50.0 to 4.51.0
#108
dependabot[bot]
closed
3 months ago
0
Bump contourpy from 1.2.0 to 1.2.1
#107
dependabot[bot]
closed
3 months ago
0
fixed tuning bug
#106
kasperjo
closed
3 months ago
0
Fix tuning bug
#105
kasperjo
closed
3 months ago
0
Bump pybind11 from 2.11.1 to 2.12.0
#104
dependabot[bot]
closed
3 months ago
0
Bump fonttools from 4.49.0 to 4.50.0
#103
dependabot[bot]
closed
4 months ago
0
Bump mosek from 10.1.27 to 10.1.28
#102
dependabot[bot]
closed
4 months ago
0
Bump packaging from 23.2 to 24.0
#101
dependabot[bot]
closed
4 months ago
0
Bump pyparsing from 3.1.1 to 3.1.2
#100
dependabot[bot]
closed
4 months ago
0
Bump mosek from 10.1.26 to 10.1.27
#99
dependabot[bot]
closed
4 months ago
0
Bump clarabel from 0.6.0 to 0.7.1
#98
dependabot[bot]
closed
4 months ago
0
Bump python-dateutil from 2.8.2 to 2.9.0.post0
#97
dependabot[bot]
closed
4 months ago
0
Bump mosek from 10.1.25 to 10.1.26
#96
dependabot[bot]
closed
4 months ago
0
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