اختيار مكونات المحفظة المالية باستخدام البرمجة التربيعية : دراسة على بعض أسهم و سندات بورصة الجزائر

Abstract EN

This study attempts to define Quadratic programming, and its applications in the selection of components of the portfolio, and the optimal distribution percentage of each financial instrument like shares and bonds in order to reduce risks.

This study was done on the 5 shares and bonds of companies in Algiers stock market to know the optimal distribution of this portfolio using quadratic programming.