Comparison of performance between MARKOWITZ model and enhanced index tracking model

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Comparison of performance between MARKOWITZ model and enhanced index tracking model

The rapid growth of exchange-traded fund (ETF) in Malaysia and recommendation of investment professionals raise doubt on whether a portfolio which tracks the performance of an index will perform better than a carefully built portfolio, such as the one built by using the classical Markowitz Model. Th...

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Bibliographic Details
Main Authors:	Loh, Jia Yi, Siti Norafidah Mohd Ramli, Noriza Majid
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2020
Online Access:	http://journalarticle.ukm.my/15092/ http://journalarticle.ukm.my/15092/1/jqma-16-1-paper6.pdf

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