An Introduction to Management Science 13th Edition by David Anderson,Dennis Sweeney ,Thomas Williams ,Jeffrey Camm, Kipp Martin

تمرين 23

Formulate and solve the Markowitz portfolio optimization model that was defined in equations (8.10) through (8.19) using the data from Problem 13. In this ease, nine scenarios correspond to the yearly returns from 1997-2005, inclusive. Treat each scenario as being equally likely and use the scenario returns that were calculated in Problem 13.