Abstract:Modern portfolio theory has been researched and applied widely. This paper shows an application of the modern portfolio theory to choose optimal weights for a composite stock s portfolio. It could help optimize investors portfolio by increasing returns and decreasing volatility. Considering returns and volatility at the same time, Sharpe ration is a good indicator. To research portfolio optimization, this article uses Monte Carlo methods to acquire the weights of securities in portfolio that has the highest Sh… Show more
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