The model of Markowitz, referring theoretician from its appearance, was applied, in principle, in the selection of portfolios of values, optimizing the yield at the same time that the reduction of the risk. However, later developments of this model have derived their application in other scopes. This one is the case of the present work, adapted to the efficient selection of the product portfolio of an agro-alimentary company. In this sense, one is as it can be applied to this model by a producing wine company in the management of his portfolio products with the objective to adapt his supply to demanding and more and more selective a demand of wines.