Abstract
In this paper, we consider the Markowitz mean-variance model to minimize the risk on two assets and develop the program in R software to improve the performance of the model for two real stocks data with various combinations of the portfolios. We have taken two real stocks data upto 4514 each from yahoo database finance using our R program to show how fast our calculations are.
Author supplied keywords
Cite
CITATION STYLE
APA
Mishra, R., & Ram, B. (2020). Portfolio selection using r. Yugoslav Journal of Operations Research, 30(2), 137–146. https://doi.org/10.2298/YJOR181115002M
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free