Portfolio Optimization
Abstract
In this paper Portfolio Optimization techniques were used to determine the most favorable investment portfolio. In particular, stock indices of three companies, namely Microsoft Corporation, Christian Dior Fashion House and Shevron Corporation were evaluated. Using this data the amounts invested in each asset when a portfolio is chosen on the efficient frontier were calculated. In addition, the Portfolio with minimum variance, tangency portfolio and optimal Markowitz portfolio are presented.
Cite
@article{arxiv.1505.05491,
title = {Portfolio Optimization},
author = {Aizhan Issagali and Damira Alshimbayeva and Aidana Zhalgas},
journal= {arXiv preprint arXiv:1505.05491},
year = {2022}
}
Comments
The article is not peer-reviewed, and does not contain original research. It might contain errors, and should not be used as a basis for further research. It is a very rough draft, which has not been checked for mistakes and inconsistencies. It should be seen as an initial attempt of students to write on the topic of Portfolio Optimization