The article compares different methods for selecting the best mix of stocks in a portfolio using real financial data from Nigeria. The researchers looked at various models, like Markowitz' Mean Variance Optimization, to find the optimal balance between risk and return. They found that the MVO with Risk Adjusted Return and a risk aversion coefficient of 0.01 gave the best results, followed by MVO with short position. However, for simpler calculations, the Mean Absolute Deviation Optimization model is a good choice. Overall, these models performed better than an equally weighted portfolio when considering both risk and return.