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Re: quadratic programs - Markowitz-type portfolio optimization

  • To: mathgroup at
  • Subject: [mg15307] Re: quadratic programs - Markowitz-type portfolio optimization
  • From: "Seth Chandler" <SChandler at>
  • Date: Fri, 8 Jan 1999 04:15:02 -0500
  • Organization: University of Houston
  • References: <76fgcp$>
  • Sender: owner-wri-mathgroup at

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>...
>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!

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