Optimization of Investment Portfolio Structure Using the Markowitz Model

This study examines the application of the Markowitz model, an innovative portfolio optimization technique developed in the 1950s, in the context of the Russian stock market. The main objectives of this study are to study the theoretical foundations of the Markowitz model, analyze the current state and prospects of the Russian stock market and, ultimately, use the model to build an optimal portfolio structure. By integrating the Markowitz model with the dynamics of the Russian stock market, this study aims to contribute to the understanding of portfolio management and offer practical recommendations to portfolio managers and investors. The conclusions and recommendations obtained from the study will provide valuable information about the effectiveness and suitability of the Markowitz model in the Russian financial landscape. The study used Excel and Google Colab for comprehensive data analysis and portfolio optimization, providing a robust and data-driven approach.