Scribd Logo
Upload

Welcome to Scribd!

  • Método PL-Simplex

    Uploaded by

    Elizabeth Sb
    13 views2 pages

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    13 views2 pages

    Método PL-Simplex

    Uploaded by

    Elizabeth Sb

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 2
    investment Advisors es una fiema de coretoje que maneja portfolios de oeines para diversos tontes Un portafls particle consist de U aciones de U.S Olly Haciones de Huber Steel. EL vendimiento anual pare US Olles de 3 délares por ecion y para Huber Stee de Sdlares por ain, Tcl de US Oise vende 225 dlres lade Huber Stel 50 dlrs. Se pueden vet 80009 ‘lores E indice de riesgo del portfolio (0.50 y 025 por accién para US Oily Huber Stet ‘espectvements Tene un mano de 70, Adem portfoo es imitado un mci de 100 entones de U.S Ol. La formulacén de programacién neal que maximizar el rendimiento anol ‘tal del portaflo es como sigue. 0 £Cub es a slucién optima y cui esl valor del rendiiento anual total? ) ude restrieionescnfinan ala solucén opti? cules suinterpretacion de estas resticcionesen faci del problema sot abet comin Te eee =. é ao Rend Ar por scion a ott inde ete as a asin eases z a fer ase sa fondosDisponiles — UHSO bso ait, \arabies de dsicen

    You might also like