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NMOF
minCVaR
minCVaR function
Minimum Conditional-Value-at-Risk (CVaR) Portfolios
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NMOF package
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Maintainer: Enrico Schumann
License: GPL-3
Last published: 2024-11-03
Useful links
https://enricoschumann.net/NMOF.htm
https://git.sr.ht/~enricoschumann/NMOF
https://github.com/enricoschumann/NMOF