{"id":212,"date":"2023-04-16T12:38:56","date_gmt":"2023-04-16T12:38:56","guid":{"rendered":"https:\/\/edu.2aegh.org\/?p=212"},"modified":"2023-04-16T13:21:54","modified_gmt":"2023-04-16T13:21:54","slug":"markowitz-model-in-gams-modern-portfolio-optimization-theory","status":"publish","type":"post","link":"https:\/\/www.2aegh.ir\/?p=212","title":{"rendered":"Markowitz model in GAMS &#8211; Modern portfolio optimization theory"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">In this Persian tutorial, we will examine how to find the trading history of Iranian and international stocks in Python, calculate the variance-covariance matrix in Excel, and implement the Markowitz model in GAMS with the help of CPLEX solver.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">This video has been uploaded to both YouTube and Aparat.<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-4-3 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"Markowitz model in GAMS - Modern portfolio optimization theory\" width=\"500\" height=\"375\" src=\"https:\/\/www.youtube.com\/embed\/ro4r6KY9ghU?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><\/figure>\n\n\n\n<iframe id=\"wp-aparat-block-1681648672592\" class=\"wp-block-wp-aparat-aparat-block undefined aparat-frame aparat-full-frame\" src=\"https:\/\/www.aparat.com\/video\/video\/embed\/videohash\/j5xQo\/vt\/frame\" width=\"100%\" allowfullscreen><\/iframe>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p>In this Persian tutorial, we will examine how to find the trading history of Iranian and international stocks in Python, calculate the variance-covariance matrix in Excel, and implement the Markowitz model in GAMS with the help of CPLEX solver. This video has been uploaded to both YouTube and Aparat.<\/p>\n","protected":false},"author":1,"featured_media":213,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"om_disable_all_campaigns":false,"_monsterinsights_skip_tracking":false,"site-container-style":"default","site-container-layout":"default","site-sidebar-layout":"default","disable-article-header":"default","disable-site-header":"default","disable-site-footer":"default","disable-content-area-spacing":"default","footnotes":""},"categories":[7],"tags":[],"class_list":["post-212","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-persian-tutorial"],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=\/wp\/v2\/posts\/212","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=212"}],"version-history":[{"count":3,"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=\/wp\/v2\/posts\/212\/revisions"}],"predecessor-version":[{"id":216,"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=\/wp\/v2\/posts\/212\/revisions\/216"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=\/wp\/v2\/media\/213"}],"wp:attachment":[{"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=212"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=212"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.2aegh.ir\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=212"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}