Portfolio management strategies between an optimal and relatif selection in stock market

This thesis aims to define and prove the optimum portfolio to invest in between Apple, Microsoft, and Amazon shares, the major portfolio management strategies related to the stock market, the Modern portfolio theory of Markowitz, the Capital Asset Pricing Model, and the Sharp ratio were used get the most profitable investment. This thesis is dedicated to the representation of optimal strategies for the building of a profitable portfolio in the uncertain and changing stock market. We have studied the case of those models using S&P500, AAPL, MSFT, and AMZN stocks data from January 2019 to December 2021. According to the result of this thesis, we approved that investing in Amazon stock was not an effective strategy that generates an optimal portfolio, otherwise, we concluded that investing in Apple stock was the most optimal strategy or investing 80% in Apple stock and 20% on Microsoft to figure out a profitable asset.