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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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Tag for preprint #83

Open tschm opened 8 months ago

tschm commented 8 months ago

I have introduced a first tag for the version of the code used for the preprint published. I should mention this in the readme. We can have more tags for the paper and different versions of it. We can keep main moving a make sure it won't stop working.

tschm commented 8 months ago

@kasperjo @phschiele @stephenpboyd

phschiele commented 8 months ago

Good idea, makes it easy to see which state was used in the paper.