COVID-19 and political crisis effects on risk minimising portfolio for Malaysia’s stock markets using mean-CVAR model / Amera Katrina Kornain, Nur Aisyah Nadhirah Ismanazir and Najwa Roseli
COVID-19 pandemic and current political crisis have a major impact on Malaysia's stock markets. The purpose of this research is to determine the efficiency of the mean-CVaR model when applied to Malaysia's stock market portfolio to minimize risks. Hence, the mean-CVaR-model will be applied...
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| Main Authors: | , , |
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| Format: | Student Project |
| Language: | English |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/80626/1/80626.pdf https://ir.uitm.edu.my/id/eprint/80626/ |
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