Един подход за определяне на оптимален двуактивен портфейл от рискови активи
One Approach For Finding An Optimal Portfolio Of Two Risky Assets

Author(s): Yordan Petkov, Nevena Gospodinova
Subject(s): Business Economy / Management, Financial Markets
Published by: Икономически университет - Варна
Keywords: portfolio; optimization; Sharpe ratio; capital allocation line
Summary/Abstract: The task of choosing optimal investment decisions is central to portfolio managers.This report proposes an approach for identifying an optimal portfolio of two risky assets that maximizes the Sharpe ratio. The methodology is demonstrated using numerical example.

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