Optimization Problem 1
Contents
Optimization Problem 1
Number of instruments in the portfolio, 
.
Number of scenarios, 
.
The description of the problem statement for Problem is in file "problem_cdar_dev_multiple_short_short.txt":
Data for Problem 1 are saved in text file:
"matrix_1.txt",...,"matrix_11.txt",
"matrix_average_annualized_returns.txt".
Problem was solved by program Run-File:
The solution report was saved in text file "solution_problem_1.txt":
Optimal point was saved in text file "point_problem_1.txt":
