Cover Image

Risk-adjusted portfolio performance

Saved in:

Bibliographic Details
Main Author:	Cheah, Yvonne Ai Lin
Format:	Final Year Project / Dissertation / Thesis
Published:	2012
Subjects:	QA Mathematics
Online Access:	http://eprints.utar.edu.my/556/1/MSC%2D2012%2D0909009%2D1.pdf http://eprints.utar.edu.my/556/
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Downside Risk Optimal Portfolio Selection Problem.
by: Kamil, Anton Abdulbasah
Published: (2005)

The Downside Risk Optimal Portfolio Selection Problem
by: Kamil, Anton Abdulbasah, et al.
Published: (2005)

Performance of the mahalanobis and other parametric families of universal portfolios
by: Lim, Wei Xiang
Published: (2012)

Analyzing and estimating portfolio performance of Bangladesh stock market
by: Hasan, Md. Zobaer, et al.
Published: (2013)

Simultaneous vs sequential adjustments in a duopoly
by: Ibrahim, Adyda, et al.
Published: (2014)

New families of universal portfolios and their performances
by: Kuang, Kee Seng
Published: (2022)

A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance
by: Elahi, Younes
Published: (2014)

A profitability study on the Malaysian futures markets using a new adjustable technical analysis indicator, adjustable bands Z-test-statistics' (ABZ')
by: Mohamed, I., et al.
Published: (2011)

Student perception on the implementation of e-portfolio system
by: Norazman, Syaza Farhana
Published: (2014)

Empirical studies of the dirichlet parametric family of universal portfolios
by: Khoo, Ee Sin
Published: (2012)

The portfolio optimization performance during Malaysia’s 2018 General Election by using noncooperative and cooperative game theory approach
by: Ramadhan bin Ibrahim, Muhammad Akram, et al.
Published: (2020)

Solving priority-based target coverage problem in directional sensor networks with adjustable sensing ranges
by: Razali, M. N., et al.
Published: (2017)

Universal Portfolio generated by Idempotent Matrix and some Probability Distribution
by: Lim, Kian Heng
Published: (2015)

Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic
by: Khor, Wei Sheng
Published: (2022)

Regularized logistic regression with adjusted adaptive elastic net for gene selection in high dimensional cancer classification
by: Algamal, Zakariya Y., et al.
Published: (2015)

Learning automata-based solution to target coverage problem for directional sensor networks with adjustable sensing ranges
by: Razali, Mohd. Norsyarizad
Published: (2017)

New model for shariah-compliant portfolio optimization under fuzzy environment
by: Elahi, Y., et al.
Published: (2011)

An Automatic Generation Of G1 Curve Fitting Of Arabic Characters Using Rational Bezier Cubic With Weight Adjustments.
by: Yahya, Fatimah, et al.
Published: (2005)

Applying Portfolio Theory to Timber Product
by: Shahri, Shazuin
Published: (2009)

Extension Of Markowitz Model For Portfolio Analysis.
by: Kamil, Anton Abdulbasah, et al.
Published: (2004)

Two Stage Portfolio Selection and Optimization Model with the Hybrid Particle Swarm Optimization
by: Zaheer, Kashif, et al.
Published: (2018)

Modelling of multiple constraints portfolio optimization using modified particle swarm optimization
by: Zaheer, Kashif
Published: (2020)

Downside deviation quadratic programming and heuristic approaches for shariah stock portfolio optimization
by: Muhammad Mussafi, Noor Saif
Published: (2022)

Kesan model pengajaran dan pembelajaran Matematik berasaskan portfolio terhadap prestasi pelajar
by: Zainal Abidin
Published: (2017)

High-dimensional QSAR prediction of anticancer potency of imidazo[4,5-b]pyridine derivatives using adjusted adaptive LASSO
by: Algamal, Zakariya Yahya, et al.
Published: (2015)

Universal portfolios generated by probability distributions
by: Lim, Choon Seng
Published: (2013)

Option-implied adjusted volatility using modified generalised Leland Models: an empirical study on Dow Jones industrial average index options
by: Abdullah, Mimi Hafizah, et al.
Published: (2020)

Portfolio optimization of Malaysian assets with additional cardinality constraint / Muhammad Hazmi Zuraini … [et al.]
by: Zuraini, Muhammad Hazmi, et al.
Published: (2024)

Implied adjusted volatility functions: Empirical evidence from Australian index option market
by: Harun, Hanani Farhah, et al.
Published: (2015)

Entropy in portfolio optimization / Yasaman Izadparast Shirazi
by: Yasaman Izadparast, Shirazi
Published: (2017)

The role of option-implied information in improving a portfolio selection
by: Abdullah, Mimi Hafizah, et al.
Published: (2020)

Confidence intervals for multivariate value at risk
by: Goh, Y. L., et al.
Published: (2012)

Risk analysis on password for web authentication
by: Omar, Mohd Hasbullah, et al.
Published: (2006)

Implied adjusted volatility functions: empirical evidence from Australian index option market
by: Harun, Hanani Farhah, et al.
Published: (2014)

Simulation study of adjusted spatial weighting method to estimate missing rainfall data
by: Muhammad Az-Zuhri, Azman, et al.
Published: (2018)

The performance of smoothed location model with PCA+Indicator MCA and PCA+Adjusted MCA
by: Ngu, Penny Ai Huong, et al.
Published: (2016)

The Resampled Method To Improve The Efficient Frontier In Minimizing Estimation Error: The Case Of Malaysia Equity Portfolios
by: Abu Mansor, Siti Nurleena
Published: (2006)

Implied adjusted volatility by leland option pricing models: evidence from Australian index options
by: Abdullah, Mimi Hafizah, et al.
Published: (2014)

Implied adjusted volatility by leland option pricing models: evidence from Australian index options
by: Abdullah, Mimi Hafizah, et al.
Published: (2014)

The development of a risk-neutral density estimation method
by: Bahaludin, Hafizah, et al.
Published: (2016)