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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| 格式: | Thesis |
| 语言: | English |
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2006
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| 在线阅读: | http://eprints.usm.my/31211/1/SITI__NURLEENA_BINTI_ABU_MANSOR.pdf http://eprints.usm.my/31211/ |
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