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All Journal Majalah Ilmiah Matematika dan Statistika (MIMS)
Rianingsih, Wahyu
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Mathematics

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Portfolio Optimization by Quadratic Programming Rianingsih, Wahyu; Hasan, Moh.; Pradjaningsih, Agustina
Majalah Ilmiah Matematika dan Statistika Vol 17 No 2 (2017): Majalah Ilmiah Matematika dan Statistika
Publisher : Jurusan Matematika FMIPA Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19184/mims.v17i2.23758

Abstract

Portfolio is amount of investment. It determines proportion of fund that should be allocated in each investment in order to increase a certain profit with a certain risk. This research has aim to achieve an optimal result of portfolio case. Examaning this case is use quadratic programming, and then finishing with Wolfe method.
Co-Authors Agustina Pradjaningsih Moh. Hasan