Portfolio optimization of the transportation and technology sectors using mean-variance / Mohammad Razin Hazman Abdul Hamid, Nur Farhana Mansor and Nur Amanina Hilmi

• Main Authors: Abdul Hamid, Mohammad Razin Hazman, Mansor, Nur Farhana, Hilmi, Nur Amanina
• 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/39211/1/39211.pdf; http://ir.uitm.edu.my/id/eprint/39211/

Portfolio optimization is a process of selecting a portfolio that minimize risk and/or maximize the expected return of an asset. The mean risk model of mean-variance with risk quantified by the measure of variance is consider the model that is frequently used in the problem of optimization. Hence, t...