Portfolio optimisation for Malaysian Top 30 and Mid 70 assets using Mean-Mad model / Ahmad Bazli Khairuddin, Muhammad Mukhlis Kamarul Zaman and Mohd Azdi Maasar
This study explores Mean Absolute Deviation (MAD) model portfolio optimisation for the Top 30 and Mid 70 Malaysian assets, focusing on risk reduction for higher returns. Implementing MAD model, the research demonstrates its efficacy in achieving intended returns and managing risk for both asset cate...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Teknologi MARA, Negeri Sembilan
2024
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/98202/1/98202.pdf https://ir.uitm.edu.my/id/eprint/98202/ |
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