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--- personal:portfolio:portopt [2015/09/10 13:19] – [Compilation (not needed if using a pre-compiled version)] antonello
+++ personal:portfolio:portopt [2025/05/02 09:41] (current) – external edit 127.0.0.1
@@ Line 21: / Line 21: @@
 In portfolio theory agents attempts to maximise portfolio expected return for a given amount of portfolio risk, or equivalently to minimise risk for a given level of expected return.
-{{ :personal:portfolio:portfolio_graph.png?nolink |Theoretical framework}}
+{{ :personal:portfolio:portfolio_model.png?nolink |Theoretical framework}}
 The portfolio management can be portrayed graphically as in the above Figure, where the feasible set of variance-profitability combinations in enclosed by the blue curve and the B-D segment represents the efficient frontier, where no variance can be lowered at productivity's price or equivalently no productivity can be increased at price of increasing variance.
@@ Line 91: / Line 91: @@
 ===== Usage =====
+:!: Please notice that the API changed from version 1.1, with the introduction of the ''port_opt_mean'' and ''port_opt_var'' parameters (both by reference). For the old 1.1 call instructions see [[https://lobianco.org/antonello/personal:portfolio:portopt?rev=1441891152|here]].
 == Linux ==
   ./portopt [options]
@@ Line 101: / Line 105: @@
 Call:
-  double solveport (const vector< vector <double> > &VAR, const vector<double> &MEANS, const double &alpha, vector<double> &x_h, int &errorcode, string &errormessage, const double tollerance = 0.000001)
+  double solveport (const vector< vector <double> > &VAR, const vector<double> &MEANS, const double &alpha, vector<double> &x_h, int &errorcode, string &errormessage, double &port_opt_mean, double &port_opt_var, const double tollerance = 0.000001)
 == As a lib using Python: ==
@@ Line 110: / Line 114: @@
   errorcode    = results[2]
   errormessage = results[3]
+  opt_mean     = results[4]
+  opt_var      = results[5]
 === Options ===
 <code>
-  -h  --help                                    Prints this help
+  -h  --help                                   Prints this help
   -v  --var-file [input_var_file_name]         Input file containing the variance/covariance matrix (relative path)
   -m  --means-file [input_means_file_name]     Input file containing the means vector (relative path)
@@ Line 141: / Line 147: @@
 You should have received a copy of the GNU Lesser General Public License along with PortOpt.  If not, see [[http://www.gnu.org/licenses]].
+===== Citations =====
+If you use this program or a derivative of it in an academic framework, please cite it!\\
+Please cite as:
+  * A. Dragicevic, A. Lobianco,  A. Leblois (2016), "[[http://dx.doi.org/10.1016/j.forpol.2015.12.010|Forest planning and productivity-risk trade-off through the Markowitz mean-variance model]]", Forest Policy and Economics, Volume 64, March 2016, Pages 25–34.
 ===== Acknowledgements =====