Portfolio

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Portfolio : Determines an efficient frontier in Excel, using the GDX DLL (vba API) and the GAMS executable

In this example GAMS runs only in the background. We use the vba version of the
GDX API to write a GDX file from data defined in the spreadsheet. To solve the
model we call the GAMS executable with a CreateProcess call out of vba.

Files: Portfolio.gms portfolio.xls

$Title Portfolio Optimization in Excel $Ontext In this example GAMS runs only in the background. We use the vba version of the GDX API to write a GDX file from data defined in the spreadsheet. To solve the model we call the GAMS executable with a CreateProcess call out of vba. $Offtext $call "start portfolio.xls"