Linear Programming on Portfolio Optimization: Empirical Evidence from BIST Mining Industry Index
Keywords:
BIST mining sector, linear programming, portfolio optimization
Abstract
A lot of methods are improved for the portfolio optimization within classical approach Quadratic programming one of these methods has many disadvantages so alternative methods are studied to improve MAD Method an improved new method is converted portfolio optimization problem into a linear programming problem MAD Method is demonstrated and a case study is done by using stock certificate which belongs to BIST Mining Sector
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How to Cite
Fatih Konak, & Bugra Bagci. (2016). Linear Programming on Portfolio Optimization: Empirical Evidence from BIST Mining Industry Index. Global Journal of Management and Business Research, 16(B2), 31–36. Retrieved from https://journalofbusiness.org/index.php/GJMBR/article/view/1937
Published
2016-01-15
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Copyright (c) 2016 Authors and Global Journals Private Limited
This work is licensed under a Creative Commons Attribution 4.0 International License.