| Keyword: | ∇ Name: | Description: | ∇ Type: |
| Markowitz | LMtestQP.m | The Markowitz Portfolio Selection Problem | Callable L |
| Markowitz | MARKOW.c | The Markowitz Portfolio Selection Model | Callable L |
| Markowitz | FACTOR.ltx | Factors/beta Portfolio Model | LINDO |
| Markowitz | MARKSCEN.ltx | The Scenario Approach | LINDO |
| Markowitz | MARKWTZ.ltx | Markowitz Portfolio Model | LINDO |
| Markowitz | RISKFREE.ltx | Markowitz Model with Risk Free asset | LINDO |
| Markowitz | SEMIVARI.ltx | Markowitz Model using Semi-variance | LINDO |
| Markowitz | TRANCOST.ltx | Markowitz model with Transaction Costs | LINDO |
| Markowitz | GENPRT.lng | Markowitz Portfolio Example | LINGO |
| Markowitz | PORTAX.lng | Portfolio with Taxes | LINGO |
| Markowitz | PORTVAR.lng | Markowitz Value at Risk Portfolio Model | LINGO |
| Markowitz | PortEfFront16.lng | - | LINGO |
| Markowitz | PortHedge.lng | Generic Markowitz portfolio Hedging model | LINGO |
| Markowitz | PortMatch.lng | Markowitz portfolio Matching model | LINGO |
| Markowitz | PortScenMatch.lng | Scenario model, Match 1st asset | LINGO |
| Markowitz | PortMultLim.lng | Portfolio model with Scenarios | LINGO |
| Markowitz | PORTCARD02.lng | Standard Markowitz portfolio model | LINGO |
| Markowitz | PORTFOLIO_BASIC.xls | The Markowitz Portfolio Problem | What'sBest! |
| Markowitz | PORTFOLIO_CORREL.xls | The Markowitz Portfolio Problem | What'sBest! |
| Markowitz | PORTFOLIO_FACT.xls | Factors Portfolio Model | What'sBest! |
| Markowitz | PORTFOLIO_HEDGE.xls | The Markowitz Portfolio Problem | What'sBest! |
| Markowitz | PORTFOLIO_MATCH.xls | Markowitz Portfolio with Matching | What'sBest! |
| Markowitz | PORTFOLIO_SHARPE.xls | Sharpe Ratio Model | What'sBest! |
| Markowitz | PORTFOLIO_TAX.xls | Markowitz Portfolio with Transaction Costs & Taxes | What'sBest! |
| Markowitz | PORTFOLIO_TRANS.xls | Markowitz Portfolio Problem with Transaction Costs | What'sBest! |
| Markowitz | PORTFOLIO_VAR.xls | Markowitz Portfolio, Value-at-Risk Objective | What'sBest! |
| Markowitz | PORTFOLIORF.xls | The Markowitz Portfolio Problem with a Risk-free Asset | What'sBest! |
| Markowitz | Portofolio_Proj.xls | The Project Portfolio Model | What'sBest! |
| Markowitz | PortCorrVGwbInnerProd.xlsx | A standard Markowitz portfolio problem | What'sBest! |
| Markowitz | PortCorrVGb.xlsx | A standard Markowitz portfolio problem | What'sBest! |
| Markowitz | PortScenMinVarA.xlsx | Portfolio Optimization with Variance as Risk Measure | What'sBest! |
| Markowitz | PortScenOmegaRatioA.xlsx | Portfolio Optimization with the Omega Ratio Risk Measure | What'sBest! |
| Markowitz | PortPercentile01.xlsx | Portfolio Selection with a Value At Risk/ Percentile Metric | What'sBest! |
| Markowitz | PortValAtRisk01.xlsx | Portfolio Selection with a Value At Risk/ Percentile Metric | What'sBest! |
| Markowitz | PortScenSemiVarA02.xlsx | Semi-Variance for Portfolio Selection | What'sBest! |