Add target risk tolerance as a stopping criterion in efficient frontier construction

zhangyi-hu / pymcef

Python Monte Carlo Efficient Frontier (PyMCEF) package

BSD 3-Clause "New" or "Revised" License

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Open zhangyi-hu opened 7 years ago

zhangyi-hu commented 7 years ago

Currently, the efficient frontier construction stops when the risk tolerance falls below 0. Target other than 0 can be used.