Optimization with stocks and bonds using Mean Absolute Deviation (MAD)

This study aims to optimize portfolios containing both stocks portfolios and stocks-bond portfolios using MAD model, focusing on minimizing investment risk while achieving a target return. The importance of this research is offering an alternative model by using MAD, which is simpler, easier to comp...

Full description

Saved in:
Bibliographic Details
Main Authors: Abd Wahi, Muhammad Emir Iqbar, Mohamad Shahrizan, Nur Ayuni Syahirah
Format: Student Project
Language:en
Published: 2025
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/121322/1/121322.pdf
https://ir.uitm.edu.my/id/eprint/121322/
Tags: Add Tag
No Tags, Be the first to tag this record!