Quadratic Programming as an Optimization Tool for Portfolio Management

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dc.contributor.authorBanjo, Peace Oluwalonimi
dc.date.accessioned2022-05-06T18:50:15Z
dc.date.available2022-05-06T18:50:15Z
dc.date.issued2016-03-16
dc.description.abstractIn this paper, we carried out an investigation of Nigerian stocks. The principal task concerns essentially optimizing the portfolio of investors in Nigeria Stocks. Observations revealed that, though it is possible to get profits from investments in some securities, attached to them are some measure of risks. The paper has been able to solve the problem of balancing the profits and risks attached to the management of portfolios. The optimization tools used in this work include the mean-variance principle, which was used to model the problem, and the extended simplex method, which was employed in solving the problem.en_US
dc.identifier.issn2249-6955
dc.identifier.otherISSN(E): 2249-8060
dc.identifier.urihttp://dspace.run.edu.ng:8080/jspui/handle/123456789/2803
dc.language.isoenen_US
dc.publisherInternational Journal of Mathematics and Computer Applications Research (IJMCAR)en_US
dc.relation.ispartofseriesVol. 6, Issue 2;19-32
dc.subjectQuadraticen_US
dc.subjectProgrammingen_US
dc.subjectManagementen_US
dc.subjectPortfolioen_US
dc.subjectOptimizationen_US
dc.subjectKarush-Kuhn-Tucker Conditionsen_US
dc.titleQuadratic Programming as an Optimization Tool for Portfolio Managementen_US
dc.typeArticleen_US
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