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Portfolio optimization of investment decisions on the securities market in Bulgaria

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CompSysTech '03: Proceedings of the 4th international conference conference on Computer systems and technologies: e-Learning

Pages 431 - 436

https://doi.org/10.1145/973620.973692

Published: 19 June 2003 Publication History

Abstract

Optimization of the investments applying the portfolio optimization is considered. Analysis of the Bulgarian stock exchange is done. Evaluation of Bulgarian assets characteristics is performed.

References

[1]

{1} Body, Kane, Marcus, Investments, Naturela, Sofia, 2000

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[2]

{2} Jones Ch.P., Investments Analysis And Management, J.Wileys&Sons,INC., 1993

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[3]

{3} www.econ.bg

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Wang Z(2023)A study of risk free and risky portfolio investment optimisation strategies under multi-objective constraintsHighlights in Business, Economics and Management10.54097/hbem.v17i.1104317(39-44)Online publication date: 31-Aug-2023
https://doi.org/10.54097/hbem.v17i.11043
Jinchuan Ke Can Zhang (2008)Study on the optimization of portfolio based on entropy theory and mean-variance model2008 IEEE International Conference on Service Operations and Logistics, and Informatics10.1109/SOLI.2008.4682988(2668-2672)Online publication date: Oct-2008
https://doi.org/10.1109/SOLI.2008.4682988

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Portfolio optimization of investment decisions on the securities market in Bulgaria

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Published In

CompSysTech '03: Proceedings of the 4th international conference conference on Computer systems and technologies: e-Learning

June 2003

732 pages

ISBN:9549641333

DOI:10.1145/973620

Editors:
B. Rachev
Technical University of Varna, Bulgaria
,
A. Smrikarov
University of Rousse, Bulgaria

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Association for Computing Machinery

New York, NY, United States

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Published: 19 June 2003

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Wang Z(2023)A study of risk free and risky portfolio investment optimisation strategies under multi-objective constraintsHighlights in Business, Economics and Management10.54097/hbem.v17i.1104317(39-44)Online publication date: 31-Aug-2023
https://doi.org/10.54097/hbem.v17i.11043
Jinchuan Ke Can Zhang (2008)Study on the optimization of portfolio based on entropy theory and mean-variance model2008 IEEE International Conference on Service Operations and Logistics, and Informatics10.1109/SOLI.2008.4682988(2668-2672)Online publication date: Oct-2008
https://doi.org/10.1109/SOLI.2008.4682988

Abstract

References

Cited By

Index Terms

Recommendations

Optimal Credit Swap Portfolios

Portfolio optimization in the stock market under disruptions: Real case studies of COVID-19 pandemic and currency risk

The Stabilizing Role of Securities Investment Funds in Stock Market: A Structure VAR Approach

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