المؤلف
الملخص
The investment portfolio is a tool composed of at least two assets or more, and the goal from owning portfolio is to maximize the market value and achieve the optimum employment for these assets. Selection investment portfolio is one of the models used in modern financial markets and contained a large proportion of the risk.
The aim of the this paper is to clarify how can employ Quadratic Programming as a way to determine the optimal investment portfolio. We used Excel Solver Spreadsheets to find the optimal portfolio on the actual historical data of the selected sample from the Iraqi financial market.
الكلمات الرئيسة
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