Portfolio selection using r

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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.

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Mishra, R., & Ram, B. (2020). Portfolio selection using r. Yugoslav Journal of Operations Research, 30(2), 137–146. https://doi.org/10.2298/YJOR181115002M

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