Keyword: | ∇ Name: | Description: | ∇ Type: |
Benchmark Portfolio | PortScenInfoR.lng | Maximize the Information ratio of a portfolio | LINGO |
Benchmark Portfolio | PORTFOLIO_HEDGE.xls | The Markowitz Portfolio Problem | What'sBest! |
Benchmark Portfolio | PORTFOLIO_MATCH.xls | Markowitz Portfolio with Matching | What'sBest! |
Benchmark Portfolio | PORTFOLIO_SCENE_HEDGE.xls | Constructing a Hedging Portfolio via Scenarios | What'sBest! |
Benchmark Portfolio | PORTFOLIO_SCENE_MATCH.xls | Constructing a Matching Portfolio via Scenarios | What'sBest! |
Benchmark Portfolio | PortScenInfoRatioA.xlsx | Portfolio Optimization with the Information Ratio as the Risk Measure | What'sBest! |