Abstract

Application of the Portfolio theory to appreciation of the Bulgarian stock exchange following the most popular financial indices is presented. The data of these indices corresponds to the same watching periods an year before. Comparison of the optimization problem’s solutions and analysis of the financial activities are commented. Modification of the portfolio optimization problem is proposed for calculation facilitation.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.