Optimizacija portfolija uz korištenje alata linearnog programiranja (Excel Solvera) na primjeru uzorka vrijednosnih papira kompanija koje kotiraju...
Portfolio Optimisation with Excel Solver form linear programming on example the sample securities of companies that trade on Sarajevo Stocke Exchange

Summary/Abstract: A portfolio is defined like set of fraction of capital that investitors place in each investment or securities, that are conected with a different level of risk. In this paper metodology of determining the optimal portfolio with Solver is presented, on the example of sample securities of companies that trade on Sarajevo exchange (SASA): Telecom, Big invest, Bosnalijek, Elektroprivreda and Fabrika duhana. In other words, the paper presents the methodology of identifying the minimum variance portfolio that yelds a desired expected return is presented through a practical example.

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