Proceeding of the Faculty of technical Sciences, Novi Sad

Mathematics in Engineering

Vol. 39 No. 10 (2024): Proceedings of Faculty of Technical Sciences

CONVEX PROGRAMMING AND APPLICATION TO THE PORTFOLIO OF INVESTMENT FUNDS IN THE PERIOD OF PERMACRISIS

  • Sonja Nedić
DOI:
https://doi.org/10.24867/28JV01Nedic
Submitted
October 9, 2024
Published
2024-10-09

Abstract

This paper deals with the optimization of portfolios of investment funds in the Republic of Srpska and the Republic of Serbia by applying Markowitz's portfolio as one of the basic optimization models

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