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Portfolio Selection Using R
Yugoslav journal of operations research, Tome 30 (2020) no. 2, p. 137 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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In this paper, we consider the Markowitz mean-variance model to minimize the risk on two assets and develop the program in R software to improve the performance of the model for two real stocks data with various combinations of the portfolios. We have taken two real stocks data up to 4514 each from yahoo database finance using our R program to show how fast our calculations are.
Classification : 90B85, 90C26
Keywords: Portfolio selection, Programming 
@article{YJOR_2020_30_2_a1,
     author = {Rohan Mishra and Bhagwat Ram},
     title = {Portfolio {Selection} {Using} {R}},
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     year = {2020},
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     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2020_30_2_a1/}
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Rohan Mishra; Bhagwat Ram. Portfolio Selection Using R. Yugoslav journal of operations research, Tome 30 (2020) no. 2, p. 137 . http://geodesic.mathdoc.fr/item/YJOR_2020_30_2_a1/