The study presented in this dissertation aims to select an optimal portfolio of investments. To do so, we use the literature that deals with linear programming, coupled with Markowitz Modern Portfolio Theory to model and ...

By seeking to guarantee a stable retirement, this work aims to explore alternative forms of financial investment seeking to find a source of income that complements the income provided by social security. A study of the ...

It is shown in this dissertation the applicability of Harry M. Markowitz´s Modern Theory, allied to Operation Research, in the diversification of actions in an investment portfolio, minimizing its total risk in a given ...

One of the most important aspects in a working machine is the remaining useful life (RUL) of its components. Prognostics in this case depends on establishing the cause-effect entries in the process as well as how it behaves ...

Quantum computing, currently in its emerging stage, holds the potential to revolutionize various sectors, including finance. While portfolio optimization strategies based on classical methods like Markowitz and Black ...

The purpose of the research is to structure an optimal investment portfolio in Latin American currencies in the short term (one year), based on the Harry Markowitz theory, which allows the creation of an efficient portfolio ...

The study presented in this project aimed at the formation and optimization of portfolios with 20 shares traded on B3 based on Markowitz's modern portfolio theory and Linear Programming, considering the minimization of ...

Se presenta un análisis comparativo del proceso de optimización de portafolio utilizando el criterio de Kelly bajo una función no lineal desacoplada, es decir, cuando la función de rentabilidad para un portafolio de múltiples ...