An Improvement of Stochastic Gradient Descent Approach for Mean-Variance Portfolio Optimization Problem

Table 1

Annual rate of return for the portfolio.

Year	Stock	Bond	MM
1961	26.81	2.20	2.33
1962	−8.78	5.72	2.93
1963	22.69	1.79	3.38
1964	16.36	3.71	3.85
1965	12.36	0.93	4.32
1966	−10.10	5.12	5.40
1967	23.94	−2.86	4.50
1968	11.00	2.25	6.03
1969	−8.47	−5.63	8.96
1970	3.94	18.92	4.90
1971	14.30	11.24	4.14
1972	18.99	2.39	5.33
1973	−14.69	3.30	9.95
1974	−26.47	4.00	8.53
1975	37.23	5.52	5.20
1976	23.93	15.56	4.65
1977	−7.16	0.38	6.56
1978	6.57	−1.26	10.03
1979	18.61	1.26	13.78
1980	32.50	−2.48	18.90
1981	−4.92	4.04	12.37
1982	21.55	44.28	8.95
1983	22.56	1.29	9.47
1984	6.27	15.29	8.38
1985	31.73	32.27	8.27
1986	18.67	22.39	6.91
1987	5.25	−3.03	6.77
1988	16.61	6.84	8.76
1989	31.69	18.54	8.45
1990	−3.10	7.74	7.31
1991	30.46	19.36	4.43
1992	7.62	7.34	2.92
1993	10.08	13.06	2.96
1994	1.32	−7.32	5.45
1995	37.58	25.94	5.60
1996	22.96	0.13	5.29
1997	33.36	12.02	5.50
1998	28.58	14.45	4.68
1999	21.04	−7.51	5.30
2000	−9.10	17.22	6.40
2001	−11.89	5.51	1.82
2002	−22.10	15.15	1.24
2003	28.68	0.54	0.98