Monday, December 7, 2009

Final Exam, Assignments, and Assignment 7

Given the collision of so many end-of-semester activities, let's forego any new assignments for this week. Assignment 7 will be due Wednesday followed by a take-home final that will be due noon on Thursday, December 17th.  We'll take more about the final during Wednesday's class session.

Regarding Assignment 7, please feel free to use the GMPL model for portfolio optimization using the MAD criterion.  You'll need to adapt it to the problem data given in the assignment, and in particular deal with the portfolio constraint in part (b) of the problem.

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