ЕДИН ПОДХОД ЗА ОПРЕДЕЛЯНЕ НА ОПТИМАЛЕН МНОГОАКТИВЕН ПОРТФЕЙЛ ОТ РИСКОВИ АКТИВИ
ONE APPROACH FOR FINDING AN OPTIMAL PORTFOLIO OF MULTIPLE RISKY ASSETS

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

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