Reference:
- Dahl, H, Meeraus, A, and Zenios, S A, Some Financial Optimization Models: Risk Management. In Zenios, S A, Ed, Financial Optimization. Cambridge University Press, New York, NY, 1993.
- Source: GAMS Model of meanvar.gms
from GAMS GLOBALlib Library
- Initial source: GAMS Model of meanvar.gms
from GAMS Model Library
Solution: