{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/portfolio-optimization","title":"Portfolio Optimization","arxiv_id":"1505.05491","date":"2015-05-19","proceeding":null,"authors":["Aizhan Issagali","Damira Alshimbayeva","Aidana Zhalgas"],"abstract":"In this paper Portfolio Optimization techniques were used to determine the most favorable investment portfolio. In particular, stock indices of three companies, namely Microsoft Corporation, Christian Dior Fashion House and Shevron Corporation were evaluated. Using this data the amounts invested in each asset when a portfolio is chosen on the efficient frontier were calculated. In addition, the Portfolio with minimum variance, tangency portfolio and optimal Markowitz portfolio are presented.","url_abs":"https://arxiv.org/abs/1505.05491v2","url_pdf":"https://arxiv.org/pdf/1505.05491v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"portfolio-optimization","repo_url":"https://github.com/rushikeshnakhate/PyPortfolioOpt","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"portfolio-optimization","task_name":"Portfolio Optimization"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[{"leaderboard":"/sota/portfolio-optimization-on-yahoo","task":"Portfolio Optimization","dataset":"Yahoo","model":"Different model","rank_in_archive_order":1,"of":1,"metrics":{"Portfolio":"1"},"uses_additional_data":false}],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}