InClassCase2 - PeopleInvestClass2011

InClassCase2 - PeopleInvestClass2011 - OSCM 230 Spring 2011...

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Unformatted text preview: OSCM 230 Spring 2011 Management Science Linear Programming Case Study: People’s Investment Company Click to edit Master subtitle style 02/8/2011 Professor Dong, Washington University in St. 02/8/2011 Professor Dong, Washington University in St. 11 Linear Programming Case Study OSCM 230 Spring 2011 Management Science Linear Programming Case Study: People’s Investment Company 02/8/2011 Professor Dong, Washington University in St. 02/8/2011 Professor Dong, Washington University in St. 22 Linear Programming Analysis A. Decision-variable definitions B. Objective EZ = $ invested in Equities - Z Corporation EG = $ invested in Equities - General Lee's Barbecue E/RF = $ invested in Equities/Real Estate - First General REIT DW = $ invested in Debt - Western California Electric DZ = $ invested in Debt - Z Corporation DS = $ invested in Debt - San Marcos Rapid Transit RG = $ invested in Real Estate - Gala Apartment Partnership MT = $ invested in Money - T-Bill Account MM = $ invested in Money - Money Market Fund MA = $ invested in Money - All Saver's Certificates MAX Return .15 EZ + .17 EG +.175 E/RF + .118 DW + .122 DZ + .12 DS + .22 RG + .096 MT + .105 MM + .126 MA Equit y Debt Money Real Estate OSCM 230 Spring 2011 Management Science Linear Programming Case Study: People’s Investment Company 02/8/2011 Professor Dong, Washington University in St. 02/8/2011 Professor Dong, Washington University in St. 33 Constraints C. Constraints 1. Total investment 2. Average liquidity factor EZ + EG + E/RF + DW+DZ + DS+RG+MT+MM+MA ‘ 400,000 OSCM 230 Spring 2011 Management Science Linear Programming Case Study: People’s Investment Company 02/8/2011 Professor Dong, Washington University in St. 02/8/2011 Professor Dong, Washington University in St. 44 Constraints 4. Don’t invest too much in any one category4....
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This note was uploaded on 05/15/2011 for the course OSCM 230 taught by Professor Dong during the Spring '08 term at Washington University in St. Louis.

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InClassCase2 - PeopleInvestClass2011 - OSCM 230 Spring 2011...

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