Inflation effects on risk minimising portfolio of food and beverages assets in Malaysia by using Mean-CVaR model / Siti Nur Hafiza Aziz, Nurul Syazlyn Muhammad Zaini and Nur Fariesya Akmal Chek Kassim

• Main Authors: Aziz, Siti Nur Hafiza, Muhammad Zaini, Nurul Syazlyn, Chek Kassim, Nur Fariesya Akmal
• Format: Student Project
• Language: English
• Published: 2023
• Subjects: Dissertations, Academic. Preparation of theses
• Online Access: https://ir.uitm.edu.my/id/eprint/93458/1/93458.pdf; https://ir.uitm.edu.my/id/eprint/93458/

This study aims to see the effect of inflation rate on the food and beverage industry by applying the Mean-CVaR model. This industry was chosen for the study since it is one of the prosperous businesses which offer human necessities, which makes it a major contributor to the country’s economy. Thus,...