Keyword: Name:Description: Type:
CovarianceEigenCovarMat3.lngEigenvalues/vectors of a covariance matrixLINGO
CovariancePortCorrVGb.xlsxA standard Markowitz portfolio problemWhat'sBest!
CovariancePOSDadjOffDiag.lng-LINGO
CovariancePOSDadjOffDiag01.xlsx-What'sBest!
CovariancePOSDdecDiag.lngThe educational testing problem, illustrating @POSDLINGO
CovariancePOSDfitCov.xlsxFinding a Positive Semi-definite Matrix Using the WBPOSD ConstraintWhat'sBest!