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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 2.1.2 to 2.1.3
#176
dependabot[bot]
closed
14 hours ago
0
Bump pillow from 10.4.0 to 11.0.0
#175
dependabot[bot]
closed
1 week ago
0
Bump markupsafe from 3.0.1 to 3.0.2
#174
dependabot[bot]
closed
1 week ago
0
Bump mosek from 10.2.5 to 10.2.6
#173
dependabot[bot]
closed
1 week ago
0
Bump pyparsing from 3.1.4 to 3.2.0
#172
dependabot[bot]
closed
3 weeks ago
0
Bump osqp from 0.6.7.post1 to 0.6.7.post3
#171
dependabot[bot]
closed
3 weeks ago
0
Bump markupsafe from 2.1.5 to 3.0.1
#170
dependabot[bot]
closed
3 weeks ago
0
Bump numpy from 2.1.1 to 2.1.2
#169
dependabot[bot]
closed
3 weeks ago
0
Bump pandas from 2.2.1 to 2.2.3
#168
dependabot[bot]
closed
1 month ago
0
Bump tzdata from 2024.1 to 2024.2
#167
dependabot[bot]
closed
1 month ago
0
Bump fonttools from 4.53.1 to 4.54.1
#166
dependabot[bot]
closed
1 month ago
0
Bump pandas[output-formatting] from 2.2.2 to 2.2.3
#165
dependabot[bot]
closed
1 month ago
0
Bump mosek from 10.2.3 to 10.2.5
#164
dependabot[bot]
closed
1 month ago
0
Bump pytz from 2024.1 to 2024.2
#163
dependabot[bot]
closed
1 month ago
0
Bump pybind11 from 2.13.5 to 2.13.6
#162
dependabot[bot]
closed
1 month ago
0
Bump mosek from 10.2.3 to 10.2.4
#161
dependabot[bot]
closed
1 month ago
1
Bump contourpy from 1.2.1 to 1.3.0
#160
dependabot[bot]
closed
1 month ago
0
Bump numpy from 2.0.1 to 2.1.1
#159
dependabot[bot]
closed
1 month ago
0
Bump kiwisolver from 1.4.5 to 1.4.7
#158
dependabot[bot]
closed
1 month ago
0
Bump scs from 3.2.6 to 3.2.7
#157
dependabot[bot]
closed
2 months ago
0
Bump scipy from 1.14.0 to 1.14.1
#156
dependabot[bot]
closed
2 months ago
0
Bump pyparsing from 3.1.2 to 3.1.4
#155
dependabot[bot]
closed
2 months ago
0
Bump pybind11 from 2.13.4 to 2.13.5
#154
dependabot[bot]
closed
2 months ago
0
Bump pybind11 from 2.13.1 to 2.13.4
#153
dependabot[bot]
closed
2 months ago
0
Bump mosek from 10.2.2 to 10.2.3
#152
dependabot[bot]
closed
2 months ago
0
Bump cvxpy from 1.5.2 to 1.5.3
#151
dependabot[bot]
closed
2 months ago
0
Bump numpy from 2.0.1 to 2.1.0
#150
dependabot[bot]
closed
1 month ago
1
Bump matplotlib from 3.9.1.post1 to 3.9.2
#149
dependabot[bot]
closed
2 months ago
0
Bump matplotlib from 3.9.1 to 3.9.1.post1
#148
dependabot[bot]
closed
2 months ago
0
Bump osqp from 0.6.7.post0 to 0.6.7.post1
#147
dependabot[bot]
closed
3 months ago
0
Bump mosek from 10.2.1 to 10.2.2
#146
dependabot[bot]
closed
3 months ago
0
Bump numpy from 2.0.0 to 2.0.1
#145
dependabot[bot]
closed
3 months ago
0
Bump scs from 3.2.5 to 3.2.6
#144
dependabot[bot]
closed
3 months ago
0
Bump matplotlib from 3.9.0 to 3.9.1
#143
dependabot[bot]
closed
3 months ago
0
Bump pillow from 10.3.0 to 10.4.0
#142
dependabot[bot]
closed
3 months ago
0
Bump fonttools from 4.53.0 to 4.53.1
#141
dependabot[bot]
closed
3 months ago
0
Bump scs from 3.2.4.post3 to 3.2.5
#140
dependabot[bot]
closed
4 months ago
0
Bump osqp from 0.6.7 to 0.6.7.post0
#139
dependabot[bot]
closed
4 months ago
0
Bump pybind11 from 2.12.0 to 2.13.1
#138
dependabot[bot]
closed
4 months ago
0
Bump scipy from 1.13.1 to 1.14.0
#137
dependabot[bot]
closed
4 months ago
0
Bump scs from 3.2.4.post2 to 3.2.4.post3
#136
dependabot[bot]
closed
4 months ago
0
Bump cvxpy from 1.5.1 to 1.5.2
#135
dependabot[bot]
closed
4 months ago
0
Bump ecos from 2.0.13 to 2.0.14
#134
dependabot[bot]
closed
4 months ago
0
Bump qdldl from 0.1.7.post2 to 0.1.7.post4
#133
dependabot[bot]
closed
4 months ago
0
Bump mosek from 10.2.0 to 10.2.1
#132
dependabot[bot]
closed
4 months ago
0
Bump numpy from 1.26.4 to 2.0.0
#131
dependabot[bot]
closed
4 months ago
0
Bump packaging from 24.0 to 24.1
#130
dependabot[bot]
closed
4 months ago
0
Bump clarabel from 0.8.1 to 0.9.0
#129
dependabot[bot]
closed
5 months ago
0
Bump fonttools from 4.52.1 to 4.53.0
#128
dependabot[bot]
closed
5 months ago
0
Bump scs from 3.2.4.post1 to 3.2.4.post2
#127
dependabot[bot]
closed
5 months ago
0
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