Portfolio Optimisation for Malaysia's Top 30 and Mid 70 Risky Asset using Mean-Variance Model / Aidah Najihah Abdul Aziz, Farah Najihah Ithnin and Nurin Adriana Ariff

The goals of this research arc to minimise the risk of losses for specified re¬ turns using the mean-variance model and to compare the risk and return valuations (in terms of in-sample and out-of-sample analysis) when the optimisation is implemented on three different set of assets. The assets consi...

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Bibliographic Details

Main Authors:	Abdul Aziz, Aidah Najihah, Ithnin, Farah Najihah, Ariff, Nurin Adriana
Format:	Student Project
Language:	en
Published:	2018
Subjects:	Mathematical statistics. Probabilities Data processing Analysis Analytical methods used in the solution of physical problems
Online Access:	https://ir.uitm.edu.my/id/eprint/50524/1/50524.pdf https://ir.uitm.edu.my/id/eprint/50524/
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