Modeling of portfolio management of share capital investments in Nigeria with application of quadratic programming was undertaking in this research work. One of the problems of investors is where to invest and much to invest to minimize risk and maximize expected annual return. The book came up with eight (8) models, five (5) of which is from a conglomerate in Nigeria, Dangote group and three (3) from the banking sector. The models from the conglomerate answer the quest of the management of conglomerate managements as well as that of the share holders of those subsidiaries involved. The models for the banking sector answers the quest of the share holders of the banks involved as per how to invest in these banks to have a good product mixed investment for minimization of risk as well as maximizing of return.