International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
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Volume 175 - Issue 34 |
Published: Dec 2020 |
Authors: Noureen M. Noaman, Mohamed A. El-Dosuky, Abdelrahman Karawia |
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Noureen M. Noaman, Mohamed A. El-Dosuky, Abdelrahman Karawia . Financial Portfolio Optimization using Monte Carlo and Operation Research. International Journal of Computer Applications. 175, 34 (Dec 2020), 43-46. DOI=10.5120/ijca2020920896
@article{ 10.5120/ijca2020920896, author = { Noureen M. Noaman,Mohamed A. El-Dosuky,Abdelrahman Karawia }, title = { Financial Portfolio Optimization using Monte Carlo and Operation Research }, journal = { International Journal of Computer Applications }, year = { 2020 }, volume = { 175 }, number = { 34 }, pages = { 43-46 }, doi = { 10.5120/ijca2020920896 }, publisher = { Foundation of Computer Science (FCS), NY, USA } }
%0 Journal Article %D 2020 %A Noureen M. Noaman %A Mohamed A. El-Dosuky %A Abdelrahman Karawia %T Financial Portfolio Optimization using Monte Carlo and Operation Research%T %J International Journal of Computer Applications %V 175 %N 34 %P 43-46 %R 10.5120/ijca2020920896 %I Foundation of Computer Science (FCS), NY, USA
Financial portfolio optimization is a difficult problem as it deals with many variables. Modern Portfolio Theory (MPT) is used for minimizing risk for a specific expected return. Many approaches are proposed to optimize portfolios. This paper proposes financial portfolio optimization using Monte Carlo and operation research. Results show an effective financial portfolio optimization.