| Autor: |
Gupta, Sangeeta, Srivastav, Sweta |
| Předmět: |
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| Zdroj: |
AIP Conference Proceedings; 2024, Vol. 3037 Issue 1, p1-7, 7p |
| Abstrakt: |
In this work we studied portfolio selection using linear programming. Absolute Standard deviation is used to measure the portfolio risk and by this we have discussed how each investor can tolerate risk on investment portfolio. To determine the optimum solution to choose a suitable portfolio to reduce risk is done by using L.P. For this, we analyze some stocks traded in Indian Market and collect some information about their performance. Based on the Market analysis, we have shown the optimization of portfolio by Linear problem model using (Objective & constraint function method) approach to the better selection to get good profit and minimum risk. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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