JuPOT Documentation¶
Introduction¶
JuPOT is a package in Julia that leverages the power of JuMP
to design a simple and powerful tool for the set-up of portfolio optimization problems. The package
gives power to create objects to contain the Assets the Constraints and Models
and optimize()
the portfolios created. It simplifies this process to be very easy to create and modify portfolio optmiziations, speeding up
the workflow of portfolio optimization.