Effectiveness of the extended mean-variance model using fuzzy approach for portfolio selection in Malaysian stock market / Zulkifli Mohamed ...[et al.]

• Main Authors: Mohamed, Zulkifli, Ahyak, Ruzidah, Zainal Abidin, Sazali, Mohd Daud, Norzaidi
• Format: Article
• Language: English
• Published: Institute of Business Excellent and University Publication Center (UPENA) 2010
• Subjects: Investment, capital formation, speculation
• Online Access: http://ir.uitm.edu.my/id/eprint/867/1/AJ_ZULKIFLI%20MOHAMED%20BMQR%20IBE%2010.pdf; http://ir.uitm.edu.my/id/eprint/867/; http://www.bmqruitm.com/

Purpose of the study is to investigate the effectiveness of the extended mean-variance model using fuzzy approach in maximizing portfolio diversification benefit in the Malaysian stock market. 10 types of portfolios involving 300 listed companies in Bursa Malaysia from 1998 to 2009 were used as a...