The algorithms for searching the global extremum of the Markowitz portfolio optimization model
( Pp. 166-169)

This article is devoted to the problem of finding the optimal stock portfolio that meets the desired ratio of expected income and risk for the investor. The main task is to find a method that minimizes the cost of resources and time to find the optimal portfolio. There are two methods of achieving the task presented and their assessment is carried out. The first method involves finding the optimal portfolio by generating portfolios with restrictions on the share of securities, while the second involves working with the allocation of an effective set. According to the results of the study, it was concluded that generation with restrictions without loss of global extrema is impossible and the need to search for an effective set is obvious.

Ulanov D.A., Lyndin K.A., (2020), THE ALGORITHMS FOR SEARCHING THE GLOBAL EXTREMUM OF THE MARKOWITZ PORTFOLIO OPTIMIZATION MODEL. Economic Problems and Legal Practice, 2 => 166-169.

Jeffrey W Bailey William Sharpe, Gordon J. Alexander Investments: 6th Edition
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stock portfolio, optimal portfolio, global extremum, effective set, Monte Carlo, Markowitz.