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  1. EXCLUSIVE: Free Amazon book for Quantnet members

    Great! May I have one? Cheers
  2. Portfolio optimization tools

    Have you tried AMPL and AMPL Studio, both combined with super solvers, like CPLEX; FortMP, FortSP, etc. If you want to know more solvers, go to NEOS, server for Optimisation. http://www-neos.mcs.anl.gov/ If you want to download AMPL Studio and related solvers, go to : www.optirisk-systems.com...
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