Using the Mathcad Solver to Teach Portfolio Optimisation
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.
Volume (Year): 17 (2005)
Issue (Month): 1 ()
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