International records / OpenAlex research

Linear Programming Approach to Portfolio Optimization versus Impact of Inflation: Application to Nigerian Data

The improved performance of stock exchanges in Nigeria and in other developing countries, in terms of its All-share index, stock market turnover and market capitalization has engendered public confidence in the stock market. Investments inflows coupled with enhanced economic activities has brought to the fore the current emphasis on effective and efficient fund management. The task before the investor and fund manager is to determine the optimal asset mix in order to remain competitive. The objective of this paper is to present a linear programming technique that can be applied in the selectio…