Portfolio Selection and Optimal Investment in Nigerian
Stock Market

Blessing E. Chukwuemeka; G.C.E. Mbah

doi:https://doi.org/10.56201/ijssmr.v8.no1.2022.pg32.40

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Portfolio Selection and Optimal Investment in Nigerian Stock Market

Blessing E. Chukwuemeka and G.C.E. Mbah

Abstract

The work portfolio selection and optimal investment in Nigeria stock market, took consideration of the financial statements of seven companies that were floated in the Nigeria Stock Exchange from 2012-2016 in our linear programming problem, and took cognizance in their returns (dividend) and risk factors. In this work we looked at the returns and risks of each portfolio selected, we solved them using simplex method of solving optimization problem and obtained the result for the primal problem which contained, how much an investor can invest and the return he will get by investing such amount. Consequently, the returns from the best three of the selected companies were adopted to guide an investor in investment decision.

Keywords

Portfolio SelectionInvestmentStock and Marketsimplex method techniques

References

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Portfolio Selection and Optimal Investment in Nigerian Stock Market

Abstract

Keywords

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