Cover Image

Risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / Iylia Lyiana Rahim ... [et al.]

Portfolio selection is one of the major problems in finance since the expected return of the assets is unknown at the time of investment is made. Usually, investors will seek to invest in assets that will yield higher returns and possess lower risks. In order to make better decision-making, investor...

Full description

Saved in:
Bibliographic Details
Main Authors: Rahim, Iylia Lyiana, Maasar, Mohd Azdi, Mohd Jamil, Siti Ayuni, Mohd Aziz, Nur Anis
Format: Monograph
Language:English
Published: UiTM Cawangan Negeri Sembilan 2022
Subjects:
AP Periodicals
PN Literature (General)
Mathematical statistics. Probabilities
Online Access:https://ir.uitm.edu.my/id/eprint/71792/1/71792.pdf
https://ir.uitm.edu.my/id/eprint/71792/
Tags: Add Tag
No Tags, Be the first to tag this record!
id my.uitm.ir.71792
record_format eprints
spelling my.uitm.ir.717922022-12-16T02:22:09Z https://ir.uitm.edu.my/id/eprint/71792/ Risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / Iylia Lyiana Rahim ... [et al.] Rahim, Iylia Lyiana Maasar, Mohd Azdi Mohd Jamil, Siti Ayuni Mohd Aziz, Nur Anis AP Periodicals PN Literature (General) Mathematical statistics. Probabilities Portfolio selection is one of the major problems in finance since the expected return of the assets is unknown at the time of investment is made. Usually, investors will seek to invest in assets that will yield higher returns and possess lower risks. In order to make better decision-making, investors should conduct a thorough decision analysis in selecting the stocks for their portfolio investment, as well as to determine the ways of distributing amount of money to several assets. UiTM Cawangan Negeri Sembilan 2022-11 Monograph NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/71792/1/71792.pdf Risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / Iylia Lyiana Rahim ... [et al.]. (2022) Bulletin. UiTM Cawangan Negeri Sembilan.
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic AP Periodicals
PN Literature (General)
Mathematical statistics. Probabilities
spellingShingle AP Periodicals
PN Literature (General)
Mathematical statistics. Probabilities
Rahim, Iylia Lyiana
Maasar, Mohd Azdi
Mohd Jamil, Siti Ayuni
Mohd Aziz, Nur Anis
Risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / Iylia Lyiana Rahim ... [et al.]
description Portfolio selection is one of the major problems in finance since the expected return of the assets is unknown at the time of investment is made. Usually, investors will seek to invest in assets that will yield higher returns and possess lower risks. In order to make better decision-making, investors should conduct a thorough decision analysis in selecting the stocks for their portfolio investment, as well as to determine the ways of distributing amount of money to several assets.
format Monograph
author Rahim, Iylia Lyiana
Maasar, Mohd Azdi
Mohd Jamil, Siti Ayuni
Mohd Aziz, Nur Anis
author_facet Rahim, Iylia Lyiana
Maasar, Mohd Azdi
Mohd Jamil, Siti Ayuni
Mohd Aziz, Nur Anis
author_sort Rahim, Iylia Lyiana
title Risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / Iylia Lyiana Rahim ... [et al.]
title_short Risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / Iylia Lyiana Rahim ... [et al.]
title_full Risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / Iylia Lyiana Rahim ... [et al.]
title_fullStr Risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / Iylia Lyiana Rahim ... [et al.]
title_full_unstemmed Risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / Iylia Lyiana Rahim ... [et al.]
title_sort risk minimization for a portfolio using mean absolute deviation and conditional value-at-risk / iylia lyiana rahim ... [et al.]
publisher UiTM Cawangan Negeri Sembilan
publishDate 2022
url https://ir.uitm.edu.my/id/eprint/71792/1/71792.pdf
https://ir.uitm.edu.my/id/eprint/71792/
_version_ 1753791909388615680
score 13.211869

Similar Items