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...

Full description

Saved in:
Bibliographic Details
Main Authors: Khairuddin, Ahmad Bazli, Kamarul Zaman, Muhammad Mukhlis
Format: Student Project
Language:English
Published: 2024
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/94840/1/94840.pdf
https://ir.uitm.edu.my/id/eprint/94840/
Tags: Add Tag
No Tags, Be the first to tag this record!
Be the first to leave a comment!
You must be logged in first