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--- personal:portfolio:portopt [2016/02/15 10:02] – [Usage] 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.
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 ===== 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]
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 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 =====