This paper mainly uses Markowitz asset portfolio model to demonstrate the impact of different market rules (allowing and not allowing short selling) on investment returns risks, gives suggestions through this model, judges difference risks under conditions. In 10 companies known four industry premise nearly 20 years stock data, using data behalf medium long term monthly Excel Solver econometric...

Keywords: Survey LP computable mean-risk and mean-safety models Real features Transaction costs Exact and heuristic algorithms a b s t r a c t Markowitz formulated the portfolio optimization problem through two criteria: the expected return and the risk, as a measure of the variability of the return. The classical Markowitz model uses the variance as the risk measure and is a quadratic programm...

investment plays a vital role on economic growth. one of the main objectives of all countries is to achieve sustainable economic growth and development. nowadays, a considerable amount of activities performed by the managers and investors in general is to make a portfolio of assets effectively meeting demand goals. in this study, mean-variance markowitz model by cardinality constraints and also...

In the financial market, investment portfolio is always a popular topic that investors are interested in and look forward to exploring as well. Since it does affect expected return risk of their investment. this paper, focusing on two main models Markowitz model index model. The paper also collect data from stock market analyze different under constraints have own practical meaning. result 5 co...