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Portfolio Selection Example using Linear Programming 

Online Business Analytics
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#statistics #analytics #businessanalyticscourse #businessanalytics #simulation #linearprogramming #decisionmaking
This video demonstrates how to set up and solve a portfolio selection example using linear programming. This type of example is common in finance. The software used is LINGO.
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24 сен 2024

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Комментарии : 8   
@AsifKhan-kk8wo
@AsifKhan-kk8wo Год назад
Well explained, Thank you!!
@OnlineBusinessAnalytics
@OnlineBusinessAnalytics Год назад
Glad that you found this video helpful!
@williama.rivera9414
@williama.rivera9414 Год назад
Excellent video. One question, how the risk measure per dollar are determined? Or which factors are considered? Thank you for teaching.
@OnlineBusinessAnalytics
@OnlineBusinessAnalytics Год назад
Excellent question. Say the risk measure per dollar is 0.10, that means it's 10%. This metric measures the uncertainty associated with the stock and it is usually estimated using the historical data of the stock. Factors that are useful in determining the risk measure include industrial sectors and other individual features associated with the company. Hope this helps.
@williama.rivera9414
@williama.rivera9414 Год назад
@@OnlineBusinessAnalytics Thank you so much for answer. That's very helpful in understanding the measures used.
@jobaidulislam7506
@jobaidulislam7506 Год назад
您在哪儿教
@OnlineBusinessAnalytics
@OnlineBusinessAnalytics Год назад
I'm at Oregon State University.
@jobaidulislam7506
@jobaidulislam7506 Год назад
@@OnlineBusinessAnalytics I see, am being a foreigner studying mba in Tianjin University. Are you Chinese or Taiwanese ?
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