GitHub - QuantPrincess/Optimization: Portfolio optimization and other miscellaneous examples (linear, quadratic, integer, and dynamic programming)

Name		Name	Last commit message	Last commit date
Latest commit History 11 Commits
Bond Dedication and Asset Liability Cashflow Matching (LP).ipynb		Bond Dedication and Asset Liability Cashflow Matching (LP).ipynb
Efficient Frontier Graph No Sector Constraints.png		Efficient Frontier Graph No Sector Constraints.png
Efficient Frontier Graph with Sector Constraints.png		Efficient Frontier Graph with Sector Constraints.png
Efficient_Frontier.ipynb		Efficient_Frontier.ipynb
Integer Programming Example (AMPL).txt		Integer Programming Example (AMPL).txt
Market Impact + Optimal Execution.ipynb		Market Impact + Optimal Execution.ipynb
Market Impact Optimal Execution Part 1.txt		Market Impact Optimal Execution Part 1.txt
Market Impact Optimal Execution Part 2.txt		Market Impact Optimal Execution Part 2.txt
Max Sharpe Portfolio.ipynb		Max Sharpe Portfolio.ipynb
Mean Absolute Deviation Portfolio Optimization.txt		Mean Absolute Deviation Portfolio Optimization.txt
Optimal Asset Allocation (Markowitz, MAD, Benchmark).ipynb		Optimal Asset Allocation (Markowitz, MAD, Benchmark).ipynb
Optimize Cash Flow (LP).ipynb		Optimize Cash Flow (LP).ipynb
Portfolio Optimization Against a Benchmark.txt		Portfolio Optimization Against a Benchmark.txt