Re: quadratic programs - Markowitz-type portfolio optimization
- To: mathgroup at smc.vnet.net
- Subject: [mg15307] Re: quadratic programs - Markowitz-type portfolio optimization
- From: "Seth Chandler" <SChandler at uh.edu>
- Date: Fri, 8 Jan 1999 04:15:02 -0500
- Organization: University of Houston
- References: <76fgcp$t58@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Wolfram Research sells a package called Finance Essentials that should do this. Seth J. Chandler University of Houston Law Center Dr. Thomas Burkhardt wrote in message <76fgcp$t58 at smc.vnet.net>... >Is anybody out there who knows of mathematica programs to solve >quadratic programs with inequality and or equality constraints, which >typically arise in portfolio optimization problems. I would be >grateful for any hints! Thank you so much! <snip>