Optimization Problem 2
Contents
Optimization Problem 2
Number of instruments in the portfolio, 
.
Number of scenarios, 
.
The description of the problem statement for Problem is in file "problem_cdar_dev_single_short.txt":
Data for Problem 2 are saved in text file:
"matrix_h.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":
