International Journal of Scientific and Research Publications

IJSRP, Volume 6, Issue 12, December 2016 Edition [ISSN 2250-3153]

Constructing a mean-variance portfolio of four assets
      M. T. Ivanova
Abstract: List of five special criteria is constructed and based on this list are selected four financial assets. It is calculated the return and risk for each of them. It is built up a mean-variance portfolio with fixed return and minimum risk conditions. It is calculated the portfolio structure and it is noticed that the investor prefers to invest the less in the first two assets which shows the lowest return and risk and prefers to invest an appropriate proportion in the latter two assets of the highest risk but with a more attractive return.

Reference this Research Paper (copy & paste below code):

M. T. Ivanova (2018); Constructing a mean-variance portfolio of four assets; Int J Sci Res Publ 6(12) (ISSN: 2250-3153).
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