Decision Sciences
5 years ago

Optimal stock portfolios reduce risk, maximize returns for investors.

International Journal of Quantitative Research and Modeling
STOCK PORTFOLIO ANALYSIS USING MARKOWITZ MODEL
Indah Nur Nur Safitri, Sudradjat Sudradjat, Eman Lesmana

Paper Summary

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The article discusses how to choose the best mix of stocks for an investment portfolio to minimize risk. By using the Markowitz Model and diversification, researchers found that portfolios with more stocks have lower risks. They formed a portfolio with five stocks that had an optimal risk of 0.886%.