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...
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| Main Authors: | , , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
Penerbit Universiti Kebangsaan Malaysia
2020
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| 在線閱讀: | http://journalarticle.ukm.my/15092/1/jqma-16-1-paper6.pdf http://journalarticle.ukm.my/15092/ http://www.ukm.my/jqma/current.html |
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