Introdu\c{c}\~ao a otimiza\c{c}\~ao de Portf\'olio
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Publication:6408043
arXiv2208.07909MaRDI QIDQ6408043FDOQ6408043
Guilherme França, Max V. Lemes, O. P. Ferreira
Publication date: 16 August 2022
Abstract: In this paper we present modern portfolio theory using basic concepts of linear algebra, differential calculus, statistics and optimization. This theory allows us to measure the return and risk of the investment portfolio, helping to make decisions in the financial market. As an application, we will present a simple investment strategy that aims to minimize the risk of investing in two assets
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