Portfolio selection using R

Portfolio selection using R

Blog Article

In this paper, we consider the Markowitz mean-variance model to minimize the risk on two assets and develop the program in R software to improve the performance of the model for two boys romper real stocks data with various combinations of BALSAM FIR the portfolios.We have taken two real stocks data up to 4514 each from yahoo database finance using our R program to show how fast our calculations are.