In reply to Rick Wicklin.

Thank you for your quick response. I think I will purchase your book and enjoy writing programs.
I heard SAS/IML Studio can be easily used for portfolio optimiztion( Long-short portfolio using MV model or MAD, etc). I found some PDFs on websites about it , but i seems not as in detail as I expected. Do you know any books, website or materials with details on this topic?

Thank you very much.