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Linear Programming on Portfolio Optimization: Empirical Evidence from BIST Mining Industry Index
Bugra Bagcu00c4u00b1, Fatih Konak
Volume 16 Issue 2
Global Journal of Management and Business
Volume 16 Issue 2
Global Journal of Management and Business
A lot of methods are improved for the portfolio optimization within classical approach. Quadratic programming, one of these methods, has many disadvantages, so alternative methods are studied to improve. MAD Method, an improved new method, is converted portfolio optimization problem into a linear programming problem. MAD Method is demonstrated and a case study is done by using stock certificate which belongs to BIST Mining Sector.
