!Keyword: Downside Risk / Financial / Portfolio / Stochastic Programming / Accounting / Banking;
MIN    70 BF1 + 20 BS1 + 0.4 KW + 0.6 KC
SUBJECT TO
 2)  -BF1 - BFW + XFW + PW + SW = 0;                       
 3)  -BS1 + SW -BSW + XSW = 0;                              
 4)   PW + SW < 5000;                                         
 5)   PW + 1.2 SW > 3500;                                   
 6)   KW - 73 BFW + 65 XFW - 110 SW - 110 PW - 30 BSW + 15 XSW = 0;
 7)  -BF1 - BFC + XFC + PC + SC = 0;
 8)  -BS1 + SC - BSC + XSC = 0;
 9)   PC + SC < 5000;
10)   PC + 1.1 SC > 5100;
11)   KC - 73 BFC + 65 XFC - 120 PC - 120 SC - 32 BSC + 15 XSC = 0;
END