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Using the Mathcad Solver to Teach Portfolio Optimisation

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  • Alejandro Hazera

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    (University of Rhode Island)

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    Abstract

    This paper introduces a Mathcad program for teaching optimisation. The program, which involves a portfolio of equity shares, is less code oriented than GAMS and reinforces mathematical notation to a greater extent than the Excel solver. Also, the program adjusts automatically for alternative portfolios (other than the one presented) without the need for further programming. Thus, students can concentrate on examining alternative portfolios with little need to change parameters consistently.

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    File URL: http://www.economicsnetwork.ac.uk/cheer/ch17/hazera.pdf
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    Bibliographic Info

    Article provided by Economics Network, University of Bristol in its journal Computers in Higher Education Economics Review.

    Volume (Year): 17 (2005)
    Issue (Month): 1 ()
    Pages: 25-30

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    Handle: RePEc:che:chepap:v:17:y:2005:i:1:p:25-30

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    Postal: University of Bristol, BS8 1HH, United Kingdom
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    Web page: http://www.economicsnetwork.ac.uk/cheer

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    Cited by:
    1. Bill Hamlen & Kevin Hamlen, 2006. "A Closed System of Production Possibility and Social Welfare," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 18(1), pages 15-18.

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