Optimizing portfolio selection using linear programming model / Hani Syahmi Hadzil, Muhammad Affendy Abas and Muhammad Afif Mohammad Hanapiah

• Main Authors: Hadzil, Hani Syahmi, Abas, Muhammad Affendy, Mohammad Hanapiah, Muhammad Afif
• Format: Student Project
• Language: English
• Published: 2022
• Subjects: Mathematical statistics. Probabilities
• Online Access: https://ir.uitm.edu.my/id/eprint/79531/1/79531.pdf; https://ir.uitm.edu.my/id/eprint/79531/

Based on data provided by a particular business under consideration, optimization techniques were employed in this research to generate an optimal investment in a specified portfolio that provides maximum returns with minimal inputs. A sensitivity analysis are performed to test the robustness of the...