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Investment under Causal Ignorance

$35.00Price
  • This is an Excel and VBA implementation of the recent JOPM paper, "Investment Decisions under Almost Complete Causal Ignorance", It is a recent method that helps you allocate to a given set of hypothesised causal scenarios in such a manner that your regret of being wrong about which of the 3 scenarios is best (Causal Ignorance) is minimised. Note Spreadsheet contains VBA UDF (pink highlighted array formula ) to perform Dantzig - LP Linear Programming Simplex Optimisation.

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