COVID-19 and political crisis effects on risk minimising portfolio for Malaysia’s stock markets using mean-CVAR model / Amera Katrina Kornain, Nur Aisyah Nadhirah Ismanazir and Najwa Roseli

• Main Authors: Kornain, Amera Katrina, Ismanazir, Nur Aisyah Nadhirah, Roseli, Najwa
• Format: Student Project
• Language: English
• Published: 2022
• Subjects: Statistical data; Surveys. Sampling. Statistical survey methodology
• Online Access: https://ir.uitm.edu.my/id/eprint/80626/1/80626.pdf; https://ir.uitm.edu.my/id/eprint/80626/

COVID-19 pandemic and current political crisis have a major impact on Malaysia's stock markets. The purpose of this research is to determine the efficiency of the mean-CVaR model when applied to Malaysia's stock market portfolio to minimize risks. Hence, the mean-CVaR-model will be applied...