This is the app page of ODMO program for portfolio risk minimization

Consider three stocks IBM, WMT, and SEHI. Find the decision for invesment (amount of investment) in these stocks. We have a budget of $ in total. We can trade any continuum of shares, assuming no short selling allowed and no transaction costs. We want the average expected return at least r = $.
Estimating expected values of these stocks are m₁ = , m₂ = , m₃ = .
The historical stock data in the period of 4 quarters is given in the following table

Quarter	IBM	WTM	SEHI
I
II
III
IV

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