IE 8520 Multi-Objective Optimization Worksheet
The Scenario: You are looking to invest $20,000 and have 6 accounts to choose from.They are detailed here:Fund 1Fund 2Fund 3Fund 4Fund 5Fund 6Return [%]Safety (#/10)You know that you dont want to invest any more than $5,000 into any one scheme, and that you have to invest at least $1,000 into Fund 2.In order to balance out some risk/increase the safety rating, however much you invest into Fund 6, you have to invest at least half that much into Fund 5.You are looking to maximize your return, while also maximizing your safety rating.
