Keyword: | ∇ Name: | Description: | ∇ Type: |
Scenario Method | PORTCVAR.lng | Conditional Value at Risk Model | LINGO |
Scenario Method | PortScenSharpeR.lng | Maximize the Sharpe ratio of a portfolio | LINGO |
Scenario Method | PortScenInfoR.lng | Maximize the Information ratio of a portfolio | LINGO |
Scenario Method | PortScenMatch.lng | Scenario model, Match 1st asset | LINGO |
Scenario Method | PortMultLim.lng | Portfolio model with Scenarios | LINGO |