MODEL:
				SETS:
				ASSET: AMT, RET;
				COVMAT(ASSET, ASSET): VARIANCE;
				ENDSETS
				DATA:
				ASSET = Enel Eni Fiat_Chrysler_Automobiles Generali ;
				!Covariance matrix and expected returns;
				VARIANCE =                 ;
				RET = 1.0009 0.9852 0.9957 0.9913 ;
				TARGET = 1.15;
				ENDDATA
				! Minimize the end-of-period variance in portfolio value;
				[VAR] MIN = @SUM( COVMAT(I, J): AMT(I) * AMT(J) * VARIANCE(I, J));
				! Use exactly 100% of the starting budget;
				[BUDGET] @SUM( ASSET: AMT) = 1;
				! Required wealth at end of period;
				[RETURN] @SUM( ASSET: AMT * RET) >= TARGET;
				END<!-- Matomo -->
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