The Resampled Method To Improve The Efficient Frontier In Minimizing Estimation Error: The Case Of Malaysia Equity Portfolios

Since the work of Markowitz (1952), Mean-Variance (MV) analysis has been a central focus of financial economics. MV theory is still used as a foundation of the modern finance for asset management. Problems involving quadratic objective functions or loss functions generally incorporate a MV analys...

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Bibliographic Details
Main Author: Abu Mansor, Siti Nurleena
Format: Thesis
Language:English
Published: 2006
Subjects:
Online Access:http://eprints.usm.my/31211/1/SITI__NURLEENA_BINTI_ABU_MANSOR.pdf
http://eprints.usm.my/31211/
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