Stock market performance and modern portfolio theory: case on top 10 companies listed based on market capitalization / Haziq Shezali
Nowadays stock market performance measurement is most interesting part in investment. Many method that build year by year but the selected one is from Modern Portfolio theory by Harry Markowitz. For this research we are using the stock performance in KLCI index from 2011-2015. The data is compared t...
保存先:
| 第一著者: | |
|---|---|
| フォーマット: | Student Project |
| 言語: | English |
| 出版事項: |
2016
|
| 主題: | |
| オンライン･アクセス: | https://ir.uitm.edu.my/id/eprint/84627/1/84627.pdf https://ir.uitm.edu.my/id/eprint/84627/ |
| タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|
| 要約: | Nowadays stock market performance measurement is most interesting part in investment. Many method that build year by year but the selected one is from Modern Portfolio theory by Harry Markowitz. For this research we are using the stock performance in KLCI index from 2011-2015. The data is compared to Sharpe performance measurement and we are looking into Asian Indices include Japan, India and Hong Kong while setting US market as benchmark by using risk n return together with coefficient and variance to rank indices. |
|---|