Portfolio optimization of the transportation and technology sectors using mean-variance / Mohammad Razin Hazman Abdul Hamid, Nur Farhana Mansor and Nur Amanina Hilmi

Portfolio optimization is a process of selecting a portfolio that minimize risk and/or maximize the expected return of an asset. The mean risk model of mean-variance with risk quantified by the measure of variance is consider the model that is frequently used in the problem of optimization. Hence, t...

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Bibliographic Details

Main Authors:	Abdul Hamid, Mohammad Razin Hazman, Mansor, Nur Farhana, Hilmi, Nur Amanina
Format:	Student Project
Language:	en
Published:	2019
Subjects:	Study and teaching Mathematical statistics. Probabilities Analytical methods used in the solution of physical problems
Online Access:	https://ir.uitm.edu.my/id/eprint/39211/1/39211.pdf https://ir.uitm.edu.my/id/eprint/39211/
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