"An Open-Source Implementation of the Critical-Line Algorithm for Portfolio ..."

David H. Bailey, Marcos López de Prado (2013)

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DOI: 10.3390/A6010169

access: open

type: Journal Article

metadata version: 2023-08-28

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David H. Bailey, Marcos López de Prado:
An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization. Algorithms 6(1): 169-196 (2013)

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