Portfolio’s Optimization in Bovespa: A Beginner Class with R! And Msexcel
Posted: 23 Jul 2009
Date Written: July 22, 2009
Abstract
The present article was elaborated for assisting the student in accountancy and administration aas bigginers in the worksheets and free softwares for optimization problems of the personal investments in stocks. The methodological approach is didactic and quantitative to for being based on simulation and statistical models. They were selected the three most trasactioned stocks in the Bovespa as data for the quadratic model, based on Sharpe's Developments and Markowitz. After the solution with software, it is believed that the students will have larger interest and conceptual domain about the theme.
Keywords: portolio, optimization, quadratic programming
JEL Classification: M49
Suggested Citation: Suggested Citation