Consideration On Portfolio Optimization. Beyond The Markowitz Model

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dc.contributor.author Skender OSMANI; Department of Energy resouces,Fakulteti Gjeologji Miniera
dc.date 2013-06-18 05:58:22
dc.date.accessioned 2013-07-15T11:52:04Z
dc.date.accessioned 2015-11-23T16:01:17Z
dc.date.available 2013-07-15T11:52:04Z
dc.date.available 2015-11-23T16:01:17Z
dc.date.issued 2013-07-15
dc.identifier http://ecs.epoka.edu.al/index.php/iscim/iscim2011/paper/view/778
dc.identifier.uri http://dspace.epoka.edu.al/handle/1/749
dc.description.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..
dc.format application/pdf
dc.language en
dc.publisher International Symposium on Computing in Informatics and Mathematics
dc.source International Symposium on Computing in Informatics and Mathematics; 1st International Symposium on Computing in Informatics and Mathematics
dc.subject Portfolio; Markowitz model; optimization; Lagrangian- multiplier; interior- point method; stochastic; investment; C++; program
dc.title Consideration On Portfolio Optimization. Beyond The Markowitz Model
dc.type Peer-reviewed Paper


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  • ISCIM 2011
    1st International Symposium on Computing in Informatics and Mathematics

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