Portfolio Optimization by Quadratic Programming
DOI:
https://doi.org/10.19184/mims.v17i2.23758Abstract
Portfolio is amount of investment. It determines proportion of fund that should be allocated in each investment in order to increase a certain profit with a certain risk. This research has aim to achieve an optimal result of portfolio case. Examaning this case is use quadratic programming, and then finishing with Wolfe method.
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Published
2017-09-08
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