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Author

Stephen Ogba Nkama

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Open access Sep 2026

Assets Selection and Portfolio Optimization in a Developing Economy Using Linear Programming

Portfolio construction in developing economies such as Nigeria is often complicated by market inefficiencies, high volatility, limited diversification opportunities, and inadequate analytical approaches for optimal asset allocation. This study develops an optimal investment portfolio model using Linear Programming (LP)...

P. Ezra, S. Nwovu, Chukwunonso Madu et al. · 0 citations

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