CLA |
Critical Line Algorithm for mean-variance optimal portfolio |

findMu |
Find mu(W) and W, given sigma(W) and CLA result |

findSig |
Find sigma(W) and W, given mu(W) and CLA result |

MS |
Means (Mu) and Standard Deviations (Sigma) of the "Turning Points" from CLA |

muS.10ex |
10 Assets Example Data from Markowitz & Todd |

muS.sp500 |
Return Expectation and Covariance for "FRAPO"s SP500 data |

muSigmaGarch |
Compute (mu, Sigma) for a Set of Assets via GARCH fit |

plot.CLA |
Plotting CLA() results including Efficient Frontier |