Open AccessFinancial investments by Portfolio optimization
Author(s) -
Todor Stoilov,
Krasimira Stoilova,
Miroslav Vladimirov
Publication year - 2019
Publication title -
iop conference series. materials science and engineering
Language(s) - English
Resource type - Journals
eISSN - 1757-899X
pISSN - 1757-8981
DOI - 10.1088/1757-899x/618/1/012030
Subject(s) - portfolio optimization , portfolio , modern portfolio theory , stock exchange , application portfolio management , post modern portfolio theory , finance , financial economics , economics , computer science , business , actuarial science , econometrics , replicating portfolio , project portfolio management , management , project management
Application of the Portfolio theory to appreciation of the Bulgarian stock exchange following the most popular financial indices is presented. The data of these indices corresponds to the same watching periods an year before. Comparison of the optimization problem’s solutions and analysis of the financial activities are commented. Modification of the portfolio optimization problem is proposed for calculation facilitation.