Portfolio Optimization by Quadratic Programming

Wahyu Rianingsih Jurusan Matematika FMIPA Universitas Jember
Moh. Hasan Jurusan Matematika FMIPA Universitas Jember
Agustina Pradjaningsih Jurusan Matematika FMIPA Universitas Jember

DOI: https://doi.org/10.19184/mims.v17i2.23758

Abstract

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.

Published

2017-09-08

How to Cite

RIANINGSIH, Wahyu; HASAN, Moh.; PRADJANINGSIH, Agustina. Portfolio Optimization by Quadratic Programming. Majalah Ilmiah Matematika dan Statistika, [S.l.], v. 17, n. 2, p. 67-78, sep. 2017. ISSN 2722-9866. Available at: <https://jurnal.unej.ac.id/index.php/MIMS/article/view/23758>. Date accessed: 25 apr. 2024. doi: https://doi.org/10.19184/mims.v17i2.23758.

Citation Formats

Issue

Vol 17 No 2 (2017): Majalah Ilmiah Matematika dan Statistika

Section

Articles