In the pension fund model, suppose there is an upper limit of 60 on the number of bonds of any particular type that can be purchased. Modify the model to incorporate this extra constraint and then...


In the pension fund model, suppose there is an upper limit of 60 on the number of bonds of any particular type that can be purchased. Modify the model to incorporate this extra constraint and then reoptimize. How much more money does James need to allocate initially?



Nov 26, 2021
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