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GitHub / cvxgrp / cptopt

Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/cvxgrp%2Fcptopt
PURL: pkg:github/cvxgrp/cptopt

Stars: 33
Forks: 4
Open issues: 1

License: None
Language: Python
Size: 26.4 KB
Dependencies parsed at: Pending

Created at: about 3 years ago
Updated at: 6 months ago
Pushed at: over 1 year ago
Last synced at: 5 months ago

Topics: convex-optimization, cumulative-prospect-theory, portfolio-optimization

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