UIMP: User Interface for Mathematical Programming
UIMP is a matrix-generator report-writer system designed to aid the realization (generation) of mathematical programming models and also the analysis-reporting of the solutions of…
This white paper introduces Markowitz mean-variance model with a general overview and sets out to explain why and how the finance industry has fully embraced this as a method of choice for portfolio planning.
Portfolio Selection Models: A Review and New Directions
Modern Portfolio Theory (MPT) is based upon the classical Markowitz model which uses variance as a risk measure. A generalisation of this approach leads to mean-risk models
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OptiRisk Systems offers training in optimization, risk analysis and other quantitative financial tools. We have highly experienced professionals on the teaching faculty…
Projects & Consultancy
We are aware a client is usually interested in having a capped budget for consultancy services. Thus, for a Proof of Concept (POC), the initial step of full client…
AMPLDev cloud provides instant access to guaranteed up-to-date versions of our software suite. Removing all installation processes, AMPLDev Cloud directly links…