An MC^2 Linear Programming Approaches to Portfolios

Portfolios is a well-known investment technique of handling multiple stocks, bonds and securities. However, the previous portfolios investment lack of incorporating the various possible opinions from several experts on an given portfolios investment problem. This paper proposes an MC2 linear programming approach to determining weighted coefficients of portfolios that involves multiple experts. The numerical example of the paper shows that the proposed approach likely outperforms the current techniques of portfolios in dealing with the case of multiple experts.