The article examines how the Mongolian stock market performed after the 2008-2009 financial crisis, looking at investment opportunities and risks. The researchers used financial models and statistical methods to optimize portfolios, focusing on 50 of the most traded stocks at the Mongolian Stock Exchange between 2009 and 2013. By applying modern portfolio theory and safety first model, they found that the mean-variance portfolio had the best performance in terms of weekly returns and stability against risks. The study suggests that investing in the Mongolian Stock Exchange could lead to high returns for potential investors.