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...
Saved in:
主要作者: | Sidi Omar, Sidi Syaffiee |
---|---|
格式: | Monograph |
語言: | English |
出版: |
Universiti Teknologi Mara Kampus Kota Bharu
2015
|
主題: | |
在線閱讀: | https://ir.uitm.edu.my/id/eprint/38725/1/38725.pdf https://ir.uitm.edu.my/id/eprint/38725/ |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
相似書籍
-
Effectiveness of fuzzy approach in maximizing portfolio diversification benefit / Zulkifli Mohamed
由: Mohamed, Zulkifli
出版: (2011) -
Factors influencing investing in unit trust among investors Public Mutual Fund / Muhamad Fairuz Ahmad Ramdzan
由: Ahmad Ramdzan, Muhamad Fairuz
出版: (2013) -
Factors influencing share repurchase decision of listed companies in Bursa Malaysia (Main Market) /
Ahmad Haziq Ahmad Bakhtiar
由: Ahmad Bakhtiar, Ahmad Haziq
出版: (2017) -
Capital structure, working capital management and potential growth of a business: the case of the Sri Lankan stockbroking industry / Chamil Wansaja Senarathne and Viraj Malawana.
由: Senarathne, Chamil Wansaja, et al.
出版: (2019) -
Intraday relationship between price, trading volume and market depth in Malaysian futures market / Siti Hajar Aisyah Salleh
由: Salleh, Siti Hajar Aisyah
出版: (2001)