PROGRAM PENENTUAN PROPORSI SAHAM PORTFOLIO MENGGUNAKAN QUADRATIC PROGRAMMING WOLFE

PROGRAM FOR DETERMINING PORTFOLIO STOCK PROPORTIONS USING QUADRATIC PROGRAMMING WOLFE

  • Ngarap Imanuel Manik Universitas Bina Nusantara, Jakarta
  • Elvia Yoe Universitas Bina Nusantara, Jakarta
DOI: https://doi.org/10.52362/jisamar.v10i3.2498

Abstract

Investors generally desire substantial returns from their investments with minimal risk of loss, and they invest their capital in several types of stocks (stock diversification). The problem that then arises is how they determine the proportion of stocks in their portfolio that will provide a large return (profit) with minimal risk. To solve this problem, the author will implement Quadratic Programming using the Wolfe method to determine the optimal portfolio proportion for investment. Several examples of Quadratic Programming calculations using the Wolfe method performed with the help of a computer program are presented in this paper. The results obtained show no significant difference from the results of manual calculations.

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Author Biographies

Ngarap Imanuel Manik, Universitas Bina Nusantara, Jakarta

Mathematics Department, SOCS, 

Elvia Yoe, Universitas Bina Nusantara, Jakarta

Mathematics Department, SOCS, 

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Published
2026-07-27
How to Cite
MANIK, Ngarap Imanuel; YOE, Elvia. PROGRAM PENENTUAN PROPORSI SAHAM PORTFOLIO MENGGUNAKAN QUADRATIC PROGRAMMING WOLFE. Journal of Information System, Applied, Management, Accounting and Research, [S.l.], v. 10, n. 3, p. 760-771, july 2026. ISSN 2598-8719. Available at: <https://journal.stmikjayakarta.ac.id/index.php/jisamar/article/view/2498>. Date accessed: 28 july 2026. doi: https://doi.org/10.52362/jisamar.v10i3.2498.
Citation Formats
Issue
Vol 10 No 3 (2026): JISAMAR (August 2026)
Section
Articles
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