Keyword: Name:Description: Type:
MarkowitzFACTOR.ltxFactors/beta Portfolio ModelLINDO
MarkowitzGENPRT.lngMarkowitz Portfolio ExampleLINGO
MarkowitzLMtestQP.mThe Markowitz Portfolio Selection ProblemCallable L
MarkowitzMARKOW.cThe Markowitz Portfolio Selection ModelCallable L
MarkowitzMARKSCEN.ltxThe Scenario ApproachLINDO
MarkowitzMARKWTZ.ltxMarkowitz Portfolio ModelLINDO
MarkowitzPORTAX.lngPortfolio with TaxesLINGO
MarkowitzPORTCARD.lngMarkowitz Portfolio modelLINGO
MarkowitzPortCorrVGb.xlsxA standard Markowitz portfolio problemWhat'sBest!
MarkowitzPortCorrVGwbInnerProd.xlsxA standard Markowitz portfolio problemWhat'sBest!
MarkowitzPortEfFront16.lng-LINGO
MarkowitzPORTFOLIORF.xlsThe Markowitz Portfolio Problem with a Risk-free AssetWhat'sBest!
MarkowitzPORTFOLIO_BASIC.xlsThe Markowitz Portfolio ProblemWhat'sBest!
MarkowitzPORTFOLIO_CORREL.xlsThe Markowitz Portfolio ProblemWhat'sBest!
MarkowitzPORTFOLIO_FACT.xlsFactors Portfolio ModelWhat'sBest!
MarkowitzPORTFOLIO_HEDGE.xlsThe Markowitz Portfolio ProblemWhat'sBest!
MarkowitzPORTFOLIO_MATCH.xlsMarkowitz Portfolio with MatchingWhat'sBest!
MarkowitzPORTFOLIO_SHARPE.xlsSharpe Ratio ModelWhat'sBest!
MarkowitzPORTFOLIO_TAX.xlsMarkowitz Portfolio with Transaction Costs & TaxesWhat'sBest!
MarkowitzPORTFOLIO_TRANS.xlsMarkowitz Portfolio Problem with Transaction CostsWhat'sBest!
MarkowitzPORTFOLIO_VAR.xlsMarkowitz Portfolio, Value-at-Risk ObjectiveWhat'sBest!
MarkowitzPortHedge.lngGeneric Markowitz portfolio Hedging model LINGO
MarkowitzPortMatch.lngMarkowitz portfolio Matching model LINGO
MarkowitzPortMultLim.lngPortfolio model with ScenariosLINGO
MarkowitzPortofolio_Proj.xlsThe Project Portfolio ModelWhat'sBest!
MarkowitzPortScenMatch.lngScenario model, Match 1st asset LINGO
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MarkowitzPortScenOmegaRatioA.xlsxPortfolio Optimization with the Omega Ratio Risk MeasureWhat'sBest!
MarkowitzPortScenSemiVarA.xlsxSemi-Variance for Portfolio SelectionWhat'sBest!
MarkowitzPORTVAR.lngMarkowitz Value at Risk Portfolio ModelLINGO
MarkowitzRISKFREE.ltxMarkowitz Model with Risk Free assetLINDO
MarkowitzSEMIVARI.ltxMarkowitz Model using Semi-varianceLINDO
MarkowitzTRANCOST.ltxMarkowitz model with Transaction CostsLINDO