Email this article SOLVING RISK CONDITIONS OPTIMIZATION PROBLEM IN PORTFOLIO MODELS
- Authors: Nazari R.I.1, Mamedov K.S.2
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Affiliations:
- Tabriz branch, Islamic Azad University, Tabriz
- Baku State University, Baku
- Issue: No 3 (2010)
- Pages: 26-29
- Section: Articles
- URL: https://vektornaukieconomika.ru/jour/article/view/568
- ID: 568
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Abstract
In this paper formation model of stock portfolios M from N is studied in order to minimize the total risk of all portfolios. In this study, it is assumed that risk of each stock portfolio is expressed by definite function. This function depends only on invested amount for portfolio formation, and total risk is a function of risks of separated portfolios. The discussed model is a non-linear minimization bi-parametric model which can be converted into one parametric minimization problem for certain varieties of objective.
About the authors
Reza Ibrahim Nazari
Tabriz branch, Islamic Azad University, Tabriz
Author for correspondence.
Email: Nazari@iaut.ac.ir
lecturer, associate professor of accounting of the chair «Accounting»
Iran, Islamic Republic ofKamil Salam Mamedov
Baku State University, Baku
Email: fake@neicon.ru
associate professor of the chair «Economic informatics»
AzerbaijanReferences
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