Keyword: Name:Description: Type:
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PortfolioCASHBALN.xlsOptimal Cash BalanceWhat'sBest!
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PortfolioDNRISKWB.xlsScenario Based Portfolio ModelWhat'sBest!
PortfolioFACTOR.ltxFactors/beta Portfolio ModelLINDO
PortfolioFINPLAN.ltxFinancial PlanningLINDO
PortfolioGENPRT.lngMarkowitz Portfolio ExampleLINGO
PortfolioMARKOW.cThe Markowitz Portfolio Selection ModelCallable L
PortfolioMARKSCEN.ltxThe Scenario ApproachLINDO
PortfolioMARKWTZ.ltxMarkowitz Portfolio ModelLINDO
PortfolioMFPLAN.ltxMulti-period Financial Planning ModelLINDO
PortfolioOPTION.lngBlack & Scholes Options PricingLINGO
PortfolioOPTIONB.lngBinomial Options PricingLINGO
PortfolioOPTONFX.lngBinomial Options Pricing model on Foreign ExchangeLINGO
PortfolioPBOND.lngBond Portfolio OptimizationLINGO
PortfolioPORT.cPortfolio Selection Problem with a Restriction on the Number of AssetsCallable L
PortfolioPORTAX.lngPortfolio with TaxesLINGO
PortfolioPORTCARD.lngMarkowitz Portfolio modelLINGO
PortfolioPortCorrVGb.xlsxA standard Markowitz portfolio problemWhat'sBest!
PortfolioPortCorrVGwbInnerProd.xlsxA standard Markowitz portfolio problemWhat'sBest!
PortfolioPORTCOST.xlsPortfolio with Transaction CostsWhat'sBest!
PortfolioPORTCVAR.lngConditional Value at Risk ModelLINGO
PortfolioPortDrawDn01.lngPortfolio with a DrawDown Risk MeasureLINGO
PortfolioPortDrawDnR.lngPortfolio with a DrawDown Risk MeasureLINGO
PortfolioPortEfFront16.lng-LINGO
PortfolioPORTFOLIORF.xlsThe Markowitz Portfolio Problem with a Risk-free AssetWhat'sBest!
PortfolioPORTFOLIO_BASIC.xlsThe Markowitz Portfolio ProblemWhat'sBest!
PortfolioPORTFOLIO_CORREL.xlsThe Markowitz Portfolio ProblemWhat'sBest!
PortfolioPORTFOLIO_FACT.xlsFactors Portfolio ModelWhat'sBest!
PortfolioPORTFOLIO_HEDGE.xlsThe Markowitz Portfolio ProblemWhat'sBest!
PortfolioPORTFOLIO_MATCH.xlsMarkowitz Portfolio with MatchingWhat'sBest!
PortfolioPORTFOLIO_SCENE.xlsPortfolio via Scenarios ModelWhat'sBest!
PortfolioPORTFOLIO_SCENE_DERIVED.xlsPortfolio via Scenarios ModelWhat'sBest!
PortfolioPORTFOLIO_SCENE_HEDGE.xlsConstructing a Hedging Portfolio via ScenariosWhat'sBest!
PortfolioPORTFOLIO_SCENE_MATCH.xlsConstructing a Matching Portfolio via ScenariosWhat'sBest!
PortfolioPORTFOLIO_SEMI_V.xlsPortfolio Minimizing Semi-varianceWhat'sBest!
PortfolioPORTFOLIO_SHARPE.xlsSharpe Ratio ModelWhat'sBest!
PortfolioPORTFOLIO_TAX.xlsMarkowitz Portfolio with Transaction Costs & TaxesWhat'sBest!
PortfolioPORTFOLIO_TRANS.xlsMarkowitz Portfolio Problem with Transaction CostsWhat'sBest!
PortfolioPORTFOLIO_VAR.xlsMarkowitz Portfolio, Value-at-Risk ObjectiveWhat'sBest!
PortfolioPortofolio_Proj.xlsThe Project Portfolio ModelWhat'sBest!
PortfolioPortScenCVaRA.xlsxPortfolio Optimization with the CVaR Risk MeasureWhat'sBest!
PortfolioPortScenInfoRatioA.xlsxPortfolio Optimization with the Information Ratio as the Risk MeasureWhat'sBest!
PortfolioPortScenLogUtilA.xlsxPortfolio Optimization with the Log Utility Risk MeasureWhat'sBest!
PortfolioPortScenMinMADA.xlsxMean Absolute Deviation (MAD) for Portfolio SelectionWhat'sBest!
PortfolioPortScenMinVarA.xlsxPortfolio Optimization with Variance as Risk MeasureWhat'sBest!
PortfolioPortScenOmegaRatioA.xlsxPortfolio Optimization with the Omega Ratio Risk MeasureWhat'sBest!
PortfolioPortScenPowUtilA.xlsxPower Utility Measure for Portfolio SelectionWhat'sBest!
PortfolioPortScenSemiVarA.xlsxSemi-Variance for Portfolio SelectionWhat'sBest!
PortfolioPortScenSharpeRatioA.xlsxPortfolio Optimization with Sharpe Ratio Risk MeasureWhat'sBest!
PortfolioPortScenSortinoRatioA.xlsxPortfolio Optimization with Sortino RatioWhat'sBest!
PortfolioPortScenVaRA.xlsxValue at Risk(VaR)What'sBest!
PortfolioPORTVAR.lngMarkowitz Value at Risk Portfolio ModelLINGO
PortfolioPRTSCEN.lngScenario Portfolio SelectionLINGO
PortfolioRISKFREE.ltxMarkowitz Model with Risk Free assetLINDO
PortfolioSCENARIO.ltxScenario Investment ApproachLINDO
PortfolioSEMIVARI.ltxMarkowitz Model using Semi-varianceLINDO
PortfolioSTOCHAST.ltxStochastic ProgrammingLINDO
PortfolioTAXPLAN.ltxFinancial Planning with TaxesLINDO
PortfolioTRANCOST.ltxMarkowitz model with Transaction CostsLINDO