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Re: Fortran 90?
From: |
Miquel E. Cabanas |
Subject: |
Re: Fortran 90? |
Date: |
Tue, 21 Aug 2007 00:35:41 +0200 (CEST) |
User-agent: |
SquirrelMail/1.4.4 |
hello,
> Vic Norton skrev:
>>
>> I am trying to install a MatLab system for
>> "Applying Markowitz' Critical Line Algorithm"
>> by Andras Niedermayer and Daniel Niedermayer.
>> <http://ideas.repec.org/p/ube/dpvwib/dp0701.html>
>>
>> The MatLab routines depends on two files [...]
>> which are executable files.
>
> Do you have the source code for the 'turningpoints' functions?
as pointed at
http://andras.niedermayer.ch/index.php?page=markowitz-critical-line-algorithm-for-matlab
you should contact the authors to obtain the software
... A Matlab toolbox written in Fortran for a fast computation of the
constrained efficient frontier for asset portfolio choice. Software
available upon request from the authors: address@hidden
The algorithm is described in the paper "Applying Markowitz' Critical Line
Algorithm". ...
Hope this helps,
Miquel
--
Miquel Cabañas, SeRMN, UAB
address@hidden