P

Portfolio Allocation/Simulation

Settings | Report Duplicate

0

I Use This!

Inactive

Commits : Listings

Analyzed about 6 hours ago. based on code collected about 12 hours ago.

Commit Message	Contributor	Files Modified	Lines Added	Lines Removed	Code Location	Date
Apr 29, 2023 — Apr 29, 2024 Showing page 5 of 6 Search / Filter on:
Cleaned up the menu for applet vs application	jwalters	More...				about 17 years ago
Initial checkin of returns based style analysis classes and the simple Least Squares code	jwalters	More...				about 17 years ago
Changed some of the layout managers to make it resize better	jwalters	More...				about 17 years ago
Updated comment	jwalters	More...				about 17 years ago
Minor changes	jwalters	More...				about 17 years ago
New classes to provide drag/drop for the black litterman app so users can change the data	jwalters	More...				about 17 years ago
Fixed bug in covariance matrix from the paper so I match the results	jwalters	More...				about 17 years ago
Changes for Black-Litterman model applet	jwalters	More...				about 17 years ago
Cleaned up the modifyVariance mode so it's more consistent and not idzorek related	jwalters	More...				about 17 years ago
Changes to play better with derived classes heLitterman and Idzorek	jwalters	More...				about 17 years ago
New classes for Black-Litterman model applet	jwalters	More...				about 17 years ago
Changes to support new APIs required for Black-Litterman model applet	jwalters	More...				about 17 years ago
Updated variable names to be consistent with my paper, which uses the same conventions as He and Litterman, 1999.	jwalters	More...				over 17 years ago
This is a new file to reproduce the results from Black-Litterman 1992 paper. It is incomplete.	jwalters	More...				over 17 years ago
Small changes to output formatting so it's easier to get into my paper and compare with Idzorek	jwalters	More...				over 17 years ago
Took out some debugging code	jwalters	More...				over 17 years ago
Added vol to the .toString() method	jwalters	More...				over 17 years ago
Changed to match paper more completely	jwalters	More...				over 17 years ago
Updated comments	jwalters	More...				over 17 years ago
Added new constraint dialog for diversification optimizer	jwalters	More...				over 17 years ago
New code to allow user to specify diversification factor for the constraint.	jwalters	More...				over 17 years ago
Added calls to diversification constrained interior points optimization	jwalters	More...				over 17 years ago
New files for interior points return optimization with diversification constraint.	jwalters	More...				over 17 years ago
Fixed up some spots where didn't cast to correct class.	jwalters	More...				over 17 years ago
Added copyright notice	jwalters	More...				over 17 years ago
Updated interior points to be more robust and refactored solvers to return objects	jwalters	More...				over 17 years ago
New files for more robust interior points	jwalters	More...				over 17 years ago
Changed so it works	jwalters	More...				over 17 years ago
New GUI for handling BL views	jwalters	More...				over 17 years ago
Updated to use new interior points methods and to handle new objects returned by BL	jwalters	More...				over 17 years ago

←
1
2
3
4
5
6
→