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This is a small graphical program that plots the efficient frontier of Markowitz' portfolio selection problem with the two objectives return and risk. The example utilizes the GAMSModelInstance class to solve the parameterized objective max lambda*return - (1-lambda)*risk in the most efficient way. More...
This is a small graphical program that plots the efficient frontier of Markowitz' portfolio selection problem with the two objectives return and risk. The example utilizes the GAMSModelInstance class to solve the parameterized objective max lambda*return - (1-lambda)*risk in the most efficient way.
Definition at line 23 of file Form1.cs.
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