Portfolio Optimization. Application of the Markowitz Model Using Lagrange and Profitability Forecast
This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and minimize...
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| Format: | Article |
| Language: | English |
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Sprint Investify
2018-06-01
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| Series: | Expert Journal of Economics |
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| Online Access: | http://economics.expertjournals.com/23597704-603/ |