Hello Jeff My first reaction: is this the kind of analysis that contributed to the financial crisis?
Jokes aside, I read the text carefully and thought it very good. I made some light edits which you can diff if you like. I also added typical results. Overall, I think it is really good to have these kinds of annotated tutorial examples available on the web, particularly when they also cover a range of domains and modeling styles. best wishes, Robbie > ------------------------------------------------------------ > To: GLPK-HELP <[email protected]> > Subject: [Help-glpk] Portfolio Optimization Example > From: Jeffrey Kantor <[email protected]> > Date: Thu, 8 Jul 2010 17:04:33 -0400 > ------------------------------------------------------------ > > For what it is worth, I put up a portfolio optimization > example on the wikibook page under GMPL examples. I'd > appreciate any thoughts or feedback on this. > > Jeff > > http://en.wikibooks.org/wiki/GLPK/Portfolio_Optimization --- Robbie Morrison PhD student -- policy-oriented energy system simulation Technical University of Berlin (TU-Berlin), Germany University email (redirected) : [email protected] Webmail (preferred) : [email protected] [from Webmail client] _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
