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ISSN Print: 2394-7500, ISSN Online: 2394-5869, CODEN: IJARPF

Impact Factor: RJIF 5.2

International Journal of Applied Research

Vol. 2, Issue 12, Part E (2016)

Linear programming method for portfolio selection and optimal financial investment in a developing economy

Author(s)
GCE Mbah and LC Onwukwe
Abstract
Portfolio selection and optimal financial investment in a developing economy was studied using Linear Programming method. We particularly considered the Nigerian economy and got the values for liquidity, dividend and risk from five establishment we used from the record of the Central bank of Nigeria. We took the ratio of each company’s dividend, risk and liquidity to the total for each of these parameters and then formulated the effectiveness function and then the constraint equations. Thus we obtained a linear programming problem which we solved from where we got the three best stocks to invest in and the capital required for such investment.
Pages: 338-342  |  428 Views  20 Downloads
How to cite this article:
GCE Mbah and LC Onwukwe. Linear programming method for portfolio selection and optimal financial investment in a developing economy. 2016; 2(12): 338-342.
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