Optimization method of investment package based on Markowitz portfolio theory

Optimization method of investment package based on Markowitz portfolio theory

Objective. The aim of the study is to implement and evaluate the optimization method based on the Markowitz portfolio theory. Method. The model is built using the Python programming language and the necessary libraries. Also, to solve the problem, the principles of financial theory were used - the c...

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Bibliographic Details
Main Author: A. D. Baydalin
Format: Article
Language:Russian
Published: Dagestan State Technical University 2024-01-01
Series:Вестник Дагестанского государственного технического университета: Технические науки
Subjects:
investment
optimization
portfolio theory
mathematical model
machine learning and artificial intelligence
diversification
stocks
bonds
stock market
investment return
market analysis
algorithms
data analysis
Online Access:https://vestnik.dgtu.ru/jour/article/view/1391

Internet

https://vestnik.dgtu.ru/jour/article/view/1391

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