Portfolio optimisation for Malaysian top 30 and mid 70 assets using MEAN-MAD model / Ahmad Bazli Khairuddin and Muhammad Mukhlis Kamarul Zaman
Introduction: Portfolio optimisation is a widely studied topic in finance and has been the subject of extensive research. One of the seminal works in this field is the portfolio selection model proposed by (Markowitz, 1952). The purpose of this study is to look at the usefulness of the MAD model in...
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| Main Authors: | , |
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| Format: | Student Project |
| Language: | English |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/94840/1/94840.pdf https://ir.uitm.edu.my/id/eprint/94840/ |
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