Keyword: Name:Description: Type:
Scenario MethodPORTCVAR.lngConditional Value at Risk ModelLINGO
Scenario MethodPortScenSharpeR.lngMaximize the Sharpe ratio of a portfolioLINGO
Scenario MethodPortScenInfoR.lngMaximize the Information ratio of a portfolioLINGO
Scenario MethodPortScenMatch.lngScenario model, Match 1st asset LINGO
Scenario MethodPortMultLim.lngPortfolio model with ScenariosLINGO