Portfolio optimization of Shariah and Conventional Assets in FBMKLCI by using mean-variance and mean-lower partial moments / Nor Syazwani Mat Zin, Nurulhuda Zoli and Nik Nur Aqila Mohd

• Main Authors: Mat Zin, Nor Syazwani, Zoli, Nurulhuda, Mohd, Nik Nur Aqila
• Format: Student Project
• Language: English
• Published: 2019
• Subjects: Study and teaching; Mathematical statistics. Probabilities; Analytical methods used in the solution of physical problems
• Online Access: http://ir.uitm.edu.my/id/eprint/39172/1/39172.pdf; http://ir.uitm.edu.my/id/eprint/39172/

Nowadays, financial portfolio optimization has a pirntal role for the prob­lem Lhat occun; i11 mathematics, statistics, fiuaucial auJ computatioual literature. In context of Malaysia. the assets are categorized into two which are shariah and conventional assets. Both assets are related to different...