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Endowment Fund Management Using a Stochastic Programming Approach

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Endowment Fund

Optimization model for endowment management using GAMS optimization solver

to run gams file:

download software from https://www.gams.com/download/
open gams terminal
type: gams myfile.gms

for project outline:

See Google Docs for the outline of what we need to do/have done, useful papers, or links related to project.

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  • GAMS 83.5%
  • R 13.1%
  • SourcePawn 2.3%
  • Python 1.1%