LP MAD Portfolio Optimisation
$35.00Price
Mean Absolute Deviation (MAD) Portfolio Optimization in Excel and VBA.
This is an Excel and VBA demonstration of the Mean Absolute Deviation (MAD) Portfolio Optimization Model using LP Simplex methods. It is based on the recent paper by Mike Fox on (a) Further Reduction of the Konno-Yamazaki Mean-Absolute Deviation Portfolio Optimization Model - Link Here.