Linear programming model for investment problem in maximizing the total return
In this paper, we concentrate on the investment problem of fixed deposit (FD). Our problem is to allocate the amount invested to a suitable tenure and obtain the optimal investment. There are two types of maturity that need to be considered which are short-term and long-term. Our objective is to max...
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| Language: | en |
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IOP Publishing Ltd
2021
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| Online Access: | http://umpir.ump.edu.my/id/eprint/37385/1/Linear%20programming%20model%20for%20investment%20problem%20in%20maximizing%20the%20total%20return.pdf http://umpir.ump.edu.my/id/eprint/37385/ https://doi.org/10.1088/1742-6596/1988/1/012064 |
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| author | Syarifah Zyurina, Nordin Farhana, Johar Noratikah, Abu |
| author_facet | Syarifah Zyurina, Nordin Farhana, Johar Noratikah, Abu |
| author_sort | Syarifah Zyurina, Nordin |
| building | UMPSA Library |
| collection | Institutional Repository |
| content_provider | Universiti Malaysia Pahang Al-Sultan Abdullah |
| content_source | UMPSA Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | In this paper, we concentrate on the investment problem of fixed deposit (FD). Our problem is to allocate the amount invested to a suitable tenure and obtain the optimal investment. There are two types of maturity that need to be considered which are short-term and long-term. Our objective is to maximize the total return of the total amount invested with a different percentage of annual return. A linear programming (LP) model is proposed to solve this investment problem using scheduling methodology. We conduct a computational experiment of a real case study for one company located in Kuala Lumpur with RM 20.6 million of investment to see the performance of the model by using the Excel Solver Parameter package. The results show that a significant improvement obtains by our model compared to the original investment practice by the company. |
| format | Conference or Workshop Item |
| id | my.ump.umpir.37385 |
| institution | Universiti Malaysia Pahang |
| language | en |
| publishDate | 2021 |
| publisher | IOP Publishing Ltd |
| record_format | eprints |
| spelling | my.ump.umpir.373852023-08-16T04:19:52Z http://umpir.ump.edu.my/id/eprint/37385/ Linear programming model for investment problem in maximizing the total return Syarifah Zyurina, Nordin Farhana, Johar Noratikah, Abu Q Science (General) QA Mathematics In this paper, we concentrate on the investment problem of fixed deposit (FD). Our problem is to allocate the amount invested to a suitable tenure and obtain the optimal investment. There are two types of maturity that need to be considered which are short-term and long-term. Our objective is to maximize the total return of the total amount invested with a different percentage of annual return. A linear programming (LP) model is proposed to solve this investment problem using scheduling methodology. We conduct a computational experiment of a real case study for one company located in Kuala Lumpur with RM 20.6 million of investment to see the performance of the model by using the Excel Solver Parameter package. The results show that a significant improvement obtains by our model compared to the original investment practice by the company. IOP Publishing Ltd 2021-08-17 Conference or Workshop Item PeerReviewed pdf en cc_by http://umpir.ump.edu.my/id/eprint/37385/1/Linear%20programming%20model%20for%20investment%20problem%20in%20maximizing%20the%20total%20return.pdf Syarifah Zyurina, Nordin and Farhana, Johar and Noratikah, Abu (2021) Linear programming model for investment problem in maximizing the total return. In: Journal of Physics: Conference Series; 28th Simposium Kebangsaan Sains Matematik, SKSM 2021 , 28-29 July 2021 , Kuantan, Pahang, Virtual. pp. 1-10., 1988 (012064). ISSN 1742-6588 (Published) https://doi.org/10.1088/1742-6596/1988/1/012064 |
| spellingShingle | Q Science (General) QA Mathematics Syarifah Zyurina, Nordin Farhana, Johar Noratikah, Abu Linear programming model for investment problem in maximizing the total return |
| title | Linear programming model for investment problem in maximizing the total return |
| title_full | Linear programming model for investment problem in maximizing the total return |
| title_fullStr | Linear programming model for investment problem in maximizing the total return |
| title_full_unstemmed | Linear programming model for investment problem in maximizing the total return |
| title_short | Linear programming model for investment problem in maximizing the total return |
| title_sort | linear programming model for investment problem in maximizing the total return |
| topic | Q Science (General) QA Mathematics |
| url | http://umpir.ump.edu.my/id/eprint/37385/1/Linear%20programming%20model%20for%20investment%20problem%20in%20maximizing%20the%20total%20return.pdf http://umpir.ump.edu.my/id/eprint/37385/ https://doi.org/10.1088/1742-6596/1988/1/012064 |
| url_provider | http://umpir.ump.edu.my/ |