Abstract:
The paper presents some consideration on consideration on portfolio investment: beyond the Markowitz model. Its matter contains the following issues:-Introduction-A view on portfolio optimization-An example of deterministic Markowitz models-The model solution via interior - point Method.-Beyond the Markowitz model.-Conclusion It is underlined the portfolio optimization is importante in the optimization of investment in our country and there are the possibility to generalise the deterministic models in the sense of the stochastic optimisation theory, beyond the Markowitz models..
