The MARKOW.c Model The Markowitz Portfolio Selection Model View the model Download the model MAXIMIZE r(1)w(1) + ... +r(n)w(n) st. sum_{ij} Q(i,j)w(i)w(j) <= K w(1) + ..... + w(n) = 1 w(1),....... ,w(n) >= 0 where r(i) : return on asset i Q(i,j): covariance between the returns of i^th and j^th assets. K : a scalar denoting the level of risk of loss. w(i) : proportion of total budget invested on asset i Keywords: Accounting | Banking | Financial | Markowitz | Portfolio | Stocks |