|Markowitz1952<P extends Product>||
This implements Markowitz's 1952 paper as a portfolio optimizer.
Modern portfolio theory (MPT) is a theory of investment which attempts to maximize portfolio expected return for a given amount of portfolio risk, or equivalently minimize risk for a given level of expected return, by carefully choosing the proportions of various assets.
This is a collection of utilities to compute Markowitz optimal portfolio weightings in different settings.
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