Geodesic
Portfolio Selection Using R
Yugoslav journal of operations research, Tome 30 (2020) no. 2, p. 137 .

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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}},
     journal = {Yugoslav journal of operations research},
     pages = {137 },
     publisher = {mathdoc},
     volume = {30},
     number = {2},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2020_30_2_a1/}
}
TY  - JOUR
AU  - Rohan Mishra
AU  - Bhagwat Ram
TI  - Portfolio Selection Using R
JO  - Yugoslav journal of operations research
PY  - 2020
SP  - 137 
VL  - 30
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/YJOR_2020_30_2_a1/
LA  - en
ID  - YJOR_2020_30_2_a1
ER  - 
%0 Journal Article
%A Rohan Mishra
%A Bhagwat Ram
%T Portfolio Selection Using R
%J Yugoslav journal of operations research
%D 2020
%P 137 
%V 30
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/YJOR_2020_30_2_a1/
%G en
%F YJOR_2020_30_2_a1
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/