Mean-risk optimisation of risky assets using variance and Lower Patial Moments (LPM) / Elfa Noren Jajuri and Muhammad Syahmi Norizan

In order to satisfy investment goals, the problem always which models of portfolio must be selected to get the minimum risk given a level of return. Two risk measures namely variance and lower partial moments are con¬ sidered in a mean-risk portfolio selection model. The aim of this research is to m...

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Bibliographic Details

Main Authors:	Jajuri, Elfa Noren, Norizan, Muhammad Syahmi
Format:	Student Project
Language:	en
Published:	2018
Subjects:	Mathematical statistics. Probabilities Data processing Analytical methods used in the solution of physical problems Problems, exercises, etc.
Online Access:	https://ir.uitm.edu.my/id/eprint/49465/1/49465.pdf https://ir.uitm.edu.my/id/eprint/49465/
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