గణితశాస్త్రం ఎటర్నా

గణితశాస్త్రం ఎటర్నా
అందరికి ప్రవేశం

ISSN: 1314-3344

నైరూప్య

Some Properties for A Portfolio Optimization Model

Yue Huang

Portfolio optimization Problem is to find the securities portfolio minimizing the risk for a required return or maximizing the return for a given risk level.In this paper, we discuss a portfolio investment model with expected rate of return under non-negative constrains.we proved some properties of the model.Using these properties, the model solving will be simplified.

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