Linear Programming Streamlines Asset Allocation Renowned mathematician George B. Dantzig died on May 13 at age 90, and the U.S. Strategic Command stood up a new component to focus on global ...

Campbell, John Y., George Chacko, Jorge Rodriguez, and Luis M. Viceira. "Strategic Asset Allocation in a Continuous-time VAR Model." Journal of Economic Dynamics & Control 28, no. 11 (October 2004): ...

The proper specification of tax liabilities and consumption behavior is a significant problem in designing models for studying firm growth. A specification is suggested to represent allocation of ...

We present a primal-dual algorithm that is very efficient. An implementation of the algorithm compares favorably with a standard linear programming code. We solved a problem with 300 components, 20 ...

As the title suggests, I have a problem in which I need to formulate an LP model. I'm supposed to work in Excel and use the Solver Add-in feature.I've done several other problems already, but this ...