Keyword: | ∇ Name: | Description: | ∇ Type: |
Stocks | MARKOW.c | The Markowitz Portfolio Selection Model | Callable L |
Stocks | FACTOR.ltx | Factors/beta Portfolio Model | LINDO |
Stocks | MARKSCEN.ltx | The Scenario Approach | LINDO |
Stocks | MARKWTZ.ltx | Markowitz Portfolio Model | LINDO |
Stocks | RISKFREE.ltx | Markowitz Model with Risk Free asset | LINDO |
Stocks | SEMIVARI.ltx | Markowitz Model using Semi-variance | LINDO |
Stocks | TRANCOST.ltx | Markowitz model with Transaction Costs | LINDO |
Stocks | DNRISK.lng | Scenario Based Portfolio Model | LINGO |
Stocks | GENPRT.lng | Markowitz Portfolio Example | LINGO |
Stocks | PRTSCEN.lng | Scenario Portfolio Selection | LINGO |
Stocks | PORTAX.lng | Portfolio with Taxes | LINGO |
Stocks | OmegaRatio.lng | - | LINGO |
Stocks | OmegaRatioDinkel.lng | - | LINGO |
Stocks | OmegaRatioLin.lng | - | LINGO |
Stocks | DNRISKWB.xls | Scenario Based Portfolio Model | What'sBest! |
Stocks | PORTCOST.xls | Portfolio with Transaction Costs | What'sBest! |