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...
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| Main Authors: | , , , |
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| 格式: | Monograph |
| 语言: | English |
| 出版: |
UiTM Cawangan Negeri Sembilan
2022
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| 主题: | |
| 在线阅读: | https://ir.uitm.edu.my/id/eprint/71792/1/71792.pdf https://ir.uitm.edu.my/id/eprint/71792/ |
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