CHECK THESE SAMPLES OF Portfolio Optimization using Linear, Non-linear and Integer Programming and Black-schole Theory
(2007), Modern Portfolio theory Analysis and Investment Analysis, Wiley & Sons: New YorkLusztig , P.... The author of this essay "The Concept of linear Regression" casts light on the regression interpretation.... linear regression is a form of regression which attempts to build a linear model between dependent and independent variables.... nbsp;In a linear equation, generally represents the intercept of the equation while represents the slope of the equation....
2 Pages
(500 words)
Essay
In order to do this, a linear programming… The model has been solved using a manual graphical approach to find the optimal values of quantities of two products and the maximum profit.... There are certain inherent assumptions involved while formulating the above Linear programming Model.... The first assumption is that the constraints and the objective function can be represented through linear equations....
4 Pages
(1000 words)
Essay
This assumption makes possible the use of linear programming model for the given problem.... In other words it is assumed that a linear relation exists between the number of products and machining or assembly hours.... The purpose of the… The model has been solved using excel solver and the optimal solution is obtained....
4 Pages
(1000 words)
Assignment
The linear programming (LP) approach shares similarities in different applications in terms of following the same model formulation steps: (1) the definition of the decision variables; (2) the definition of the objective function; and (3) defining the constraints (Taylor, 2010).... The only disparity is discerning and deciding which LP solving approach would be Linear programming Approach al Affiliation Linear programming Approach Does the linear programming approach apply the same way in different applications?...
1 Pages
(250 words)
Assignment
My linear programming model is correctly translated to the Excel in the manner that the rows represent the constraints to each flight, and the columns represent the variables.... The nature of the problem as presented in this case is one of a minimization problem in which the firm is concerned with the assigning of the three crew members to the available flights, and still be able to cut down on its costs for the total flights made....
3 Pages
(750 words)
Case Study
From the paper "Strengths and Limitations of Regression Analysis, using linear Programming" it is clear that using Microsoft excel for performing Monte Carlo simulation is the most common methodology used by for estimating the unknown parameters of the distribution data this is according to Berg, … A large number of companies or organisations make use of Monte Carlo simulation as a vital tool in their decision-making process with the organisation.... rdquo; (Fox, 1997) Regression analysis will be used when it is determined that two or more variables have a connection in a linear relationship, Hinkle, (1996)....
9 Pages
(2250 words)
Coursework
using linear programming, as a mathematical approach of balancing priorities… The developed model from the production scenario stipulates that the company's best strategy is to certify that at any given production term, the SABIC, Saudi Basic Industries Corporation, is one among the mainstream manufactures of metals, plastics, chemicals, and fertilizers (SABIC, 2014).... In the production of the products identified above, SABIC is faced with two levels of problems that require linear programming to solve; such that the output of the company meets the fluctuating demand....
4 Pages
(1000 words)
Lab Report
Investment in stocks 10%, on real estates 7% on bonds 4% and CD 1% is a wise investment decision because it brings an annual profit of $72500 which is a good amount of the invested cash amounting to $1000000.
If an additional of $500000 is added to the initial $1000000 then… ding in the initial stocks 10%, real estate 7%, bonds 4% and CD 1% would be a wise decision because in the long run it will yield a yearly maximum profit of about $108,750, enough profit.
You would maintain the portfolio investment if stock yields lowered to 6%?...
3 Pages
(750 words)
Coursework