Majalah Ilmiah Matematika dan Statistika (MIMS)
Vol 17 No 2 (2017): Majalah Ilmiah Matematika dan Statistika

Portfolio Optimization by Quadratic Programming

Rianingsih, Wahyu (Unknown)
Hasan, Moh. (Unknown)
Pradjaningsih, Agustina (Unknown)

Article Info

Publish Date
08 Sep 2017

Abstract

Portfolio is amount of investment. It determines proportion of fund that should be allocated in each investment in order to increase a certain profit with a certain risk. This research has aim to achieve an optimal result of portfolio case. Examaning this case is use quadratic programming, and then finishing with Wolfe method.

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Journal Info
Majalah Ilmiah Matematika dan Statistika (MIMS)
Website

Abbrev

MIMS

Publisher

Universitas Jember

Subject

Mathematics

Description

The aim of this publication is to disseminate the conceptual thoughts or ideas and research results that have been achieved in the area of mathematics and statistics. MIMS, focuses on the development areas sciences of mathematics and statistics as follows: 1. Algebra and Geometry; 2. Analysis and ...