Portfolio optimization in high volatile and stable market by using semi-variance and linear programming model / Nor Fariha Mohd Faizail
These studies focus on the portfolio optimization in high volatile and stable market by using semi variance and linear programming model. This model can help the investor in order to minimize his risk of negative return. The main objective of this study is to investigate the efficient market portfol...
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| Format: | Student Project |
| Language: | English |
| Published: |
2007
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| Online Access: | https://ir.uitm.edu.my/id/eprint/73985/1/73985.pdf https://ir.uitm.edu.my/id/eprint/73985/ |
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