Project.toml

name = "PortfolioOpt"
uuid = "d204b4b0-6ba1-497c-bfb5-71589c3b52ce"
authors = ["Andrew Rosemberg"]
version = "1.0.1"

[deps]
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
MarketData = "945b72a4-3b13-509d-9b46-1525bb5c06de"
MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
OptimalBids = "54ed2464-0158-49e7-9a8e-1c1697a616e3"
PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
ProgressMeter = "92933f4c-e287-5a05-a399-4b506db050ca"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
UUIDs = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"

[compat]
Distributions = "^0.25"
JuMP = "~1"
MarketData = "^0.15"
MathOptInterface = "^1.1"
OptimalBids = "~1.3"
PDMats = "~0.11"
ProgressMeter = "^1"
Reexport = "~1.2"
Statistics = "^1"
julia = "^1.6"

[extras]
Clarabel = "61c947e1-3e6d-4ee4-985a-eec8c727bd6e"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[targets]
test = ["Test", "Clarabel"]