Optimum portfolio visualiser for risky assets using mean-variance model / Ruqayyah Apandi, Nur Suhailah Mohd Bakhtir and Nur Fatini Ramli
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...
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Main Authors: | Apandi, Ruqayyah, Mohd Bakhtir, Nur Suhailah, Ramli, Nur Fatini |
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Format: | Student Project |
Language: | English |
Published: |
2019
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Subjects: | |
Online Access: | http://ir.uitm.edu.my/id/eprint/37287/1/37287.PDF http://ir.uitm.edu.my/id/eprint/37287/ |
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