Abstract
This study investigate non-linear programming problem that is, quadratic programming and its application to portfolio management. The data of return on asset of five different insurance companies namely: AIICO, LINKAGE, NIGER, MUTUAL BENEFIT, and LASACO insurance company was collected and a model was fixed. These data were analyzed using quadratic programming in conjunction with LINGO software. The result of the analyzed data revealed that the allocation of fund for each insurance companies should be done with the same percent for LINKAGE, NIGER, MUTUAL BENEFIT and other percent to AIICO insurance company respectively with increment of 24% on return.
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