Markowitz Models

Click on a model link below to view or download the model.
The models with a .ltx extension are formatted for traditional LINDO, .lng and .lg4 for LINGO and .xls for What'sBest!.


FACTOR.ltx
GENPRT.lng
LMtestQP.m
MARKOW.c
MARKSCEN.ltx
MARKWTZ.ltx
PORTCARD.lng
PORTHEDG.lng
PORTMTCH.lng
PORTVAR.lng
PORTAX.lng
PORTFOLIO_BASIC.xls
PORTFOLIO_CORREL.xls
PORTFOLIO_FACT.xls
PORTFOLIO_HEDGE.xls
PORTFOLIO_MATCH.xls
PORTFOLIO_SHARPE.xls
PORTFOLIO_TAX.xls
PORTFOLIO_TRANS.xls
PORTFOLIO_VAR.xls
PORTFOLIORF.xls
RISKFREE.ltx
SEMIVARI.ltx
TRANCOST.ltx