Portfolio Selection Using R

  • Rohan Mishra Department of Statistics, Institute of Science, Banaras Hindu University, Varanasi 221 005,India
  • Bhagwat Ram DST Centre for Interdisciplinary Mathematical Sciences, Institute of Science, Banaras Hindu University, Varanasi 221 005, India

Abstract

In this article, we have considered the Markowitz mean-variance model to minimize the risk on two assets and developed R program for two real stocks data for
various combinations of the portfolios. We have taken two real stocks data up to 4514 each to test our R program.

Published
2020-02-03
How to Cite
MISHRA, Rohan; RAM, Bhagwat. Portfolio Selection Using R. Yugoslav Journal of Operations Research, [S.l.], v. 30, n. 2, p. 137-146, feb. 2020. ISSN 2334-6043. Available at: <https://yujor.fon.bg.ac.rs/index.php/yujor/article/view/700>. Date accessed: 22 dec. 2024.
Citation Formats
Issue
Vol 30 No 2 (2020)
Section
Articles
Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Most read articles by the same author(s)

Obs.: This plugin requires at least one statistics/report plugin to be enabled. If your statistics plugins provide more than one metric then please also select a main metric on the admin's site settings page and/or on the journal manager's settings pages.