@article{3515, author = {Vassil Guliashki and Krasimira Stoyanova}, title = {Optimization System for the Portfolio Risk Optimization}, journal = {Journal of Information & Systems Management}, year = {2022}, volume = {12}, number = {2}, doi = {https://doi.org/10.6025/jism/2022/12/2/44-51}, url = {https://www.dline.info/jism/fulltext/v12n2/jismv12n2_2.pdf}, abstract = {We have used the mean variance optimization system in the paper to represent the portfolio risk optimization. We have measured the optimal proportional assets in the portfolio and ensure the return of assets with no less than the given target value. With its use we have fixed the benefits of the given target value. We have used the MATLAB solver to arrive at the optimization calculation.}, }