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cvxgrp / 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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Parameter incomplete #61

Closed tschm closed 9 months ago

tschm commented 10 months ago

We are using T_max and L_max (in taming.py) but do not have those quantities defined in Parameters dataclass

kasperjo commented 10 months ago

Fixing this