Ideal portfolio construction by using single index model based on bursa Malaysia data / Sidi Syaffiee Sidi Omar
The main purpose of this paper is to construct an ideal portfolio by using one of the model which is Sharpe's single-index model. For this purpose the daily closing prices of 686 companies listed in Main Market in Bursa Malaysia and all share price index for the period of September 2009 to Se...
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| Format: | Monograph |
| Language: | English |
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Universiti Teknologi Mara Kampus Kota Bharu
2015
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| Online Access: | http://ir.uitm.edu.my/id/eprint/38725/1/38725.pdf http://ir.uitm.edu.my/id/eprint/38725/ |
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