The PortEfFront16.lng Model

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Do parametric analysis of Portfolio variance vs. expected return for a Markowitz portfolio model in LINGO (PortEfFrontxx.lng).
Different cases can be run by turning on or off statements of the form: !CaseXX;

Keywords:

Portfolio | Markowitz | Parametric Analysis | Efficient Frontier | Pareto Analysis | Graph | Chart | Chartcurve |