Comparison of performance between MARKOWITZ model and enhanced index tracking model
The rapid growth of exchange-traded fund (ETF) in Malaysia and recommendation of investment professionals raise doubt on whether a portfolio which tracks the performance of an index will perform better than a carefully built portfolio, such as the one built by using the classical Markowitz Model. Th...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | Article |
| 语言: | English |
| 出版: |
Penerbit Universiti Kebangsaan Malaysia
2020
|
| 在线阅读: | http://journalarticle.ukm.my/15092/1/jqma-16-1-paper6.pdf http://journalarticle.ukm.my/15092/ http://www.ukm.my/jqma/current.html |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|