Portfolio optimization of Malaysian assets with additional cardinality constraint / Muhammad Hazmi Zuraini … [et al.]

The main goal of this study is to identify the most effective approach for distributing funds, considering the influence of limitations on the number of assets (cardinality constraints) on reducing risk within a portfolio. We utilise the mean-variance model to evaluate the link between the number of...

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Bibliographic Details

Main Authors:	Zuraini, Muhammad Hazmi, Shamsul Akmar, Aina Nur Syarah, Azmi, Nor Alia, Maasar, Mohd Azdi
Format:	Article
Language:	en
Published:	Universiti Teknologi MARA, Negeri Sembilan 2024
Subjects:	QA Mathematics
Online Access:	https://ir.uitm.edu.my/id/eprint/98199/1/98199.pdf https://ir.uitm.edu.my/id/eprint/98199/
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