Reconsider the portfolio optimization problem considered in Section 8.5, where the goal was to select the portfolio
Question:
a. Use Evolutionary Solver to instead find a portfolio that did not lose money in the largest number of quarters.
b. Use Evolutionary Solver to instead find a portfolio that yielded a return of at least 10 percent for the largest number of quarters.
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...
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Introduction To Management Science A Modeling And Cases Studies Approach With Spreadsheets
ISBN: 1336
5th Edition
Authors: Frederick S. Hillier, Mark S. Hillier
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