Скачать
Linear Programming: Blending Model Example 3
Автор: Notes Online
Загружено: 2020-10-14
Просмотров: 1225
Описание:
Example 3: A Wall Street Firm is trying to select a desirable portfolio. The firm has a total of 2,000,000 dollars available that can be invested in 4 bonds. The expected annual return, duration and worst case scenario are given in the Table. The company demands that the worst case return of the portfolio must be at least 7%, the average duration of the portfolio is at most 7 and the company wants to achieve proper diversification so at most 35% can be invested into one bond. Find a way to maximize the expected return of on investment
Доступные форматы для скачивания:
Скачать видео mp4
-
Информация по загрузке:
![Суть линейной алгебры: #1. Векторы [3Blue1Brown]](https://ricktube.ru/thumbnail/cJslkj9_wyg/mqdefault.jpg)