Optimum portfolio visualiser for risky assets using mean-variance model / Ruqayyah Apandi, Nur Suhailah Mohd Bakhtir and Nur Fatini Ramli

• Main Authors: Apandi, Ruqayyah, Mohd Bakhtir, Nur Suhailah, Ramli, Nur Fatini
• Format: Student Project
• Language: English
• Published: 2019
• Subjects: Mathematical statistics. Probabilities; Analytical methods used in the solution of physical problems
• Online Access: http://ir.uitm.edu.my/id/eprint/37287/1/37287.PDF; http://ir.uitm.edu.my/id/eprint/37287/

This research focuses in minimising the risk using mean risk model that was first introduced by Markowitz (1952) for solving portfolio selection problem. Thus, a variance is used as a risk measure in this project. The scenario returns were obtained based on the historical monthly returns from FB...