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[Help-glpk] Portfolio Optimization Example


From: Jeffrey Kantor
Subject: [Help-glpk] Portfolio Optimization Example
Date: Thu, 8 Jul 2010 17:04:33 -0400

For what it is worth, I put up a portfolio optimization example on the wikibook page under GMPL examples. I'd appreciate any thoughts or feedback on this.

Jeff

http://en.wikibooks.org/wiki/GLPK/Portfolio_Optimization




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