Applications of geometric moment theory related to optimal portfolio management

In this article, we start with the brief description of the essence of geometric moment theory method for optimization of integrals due to Kemperman [1–3]. Then, we solve several new Moment problems with applications to stock market and financial mathematics. That is, we give methods for optimal allocation of funds over stocks and bonds at maximum return. More precisely, we present here the optimal portfolio management under optimal selection of securities so to maximize profit. The above are done within the models of optimal frontier and optimizing concavity.