Pengoptimuman portfolio dengan pengelasan saham dan menggunakan ukuran risiko berbeza
(Portfolio optimisation with stock classification and using different risk measures)

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Pengoptimuman portfolio dengan pengelasan saham dan menggunakan ukuran risiko berbeza (Portfolio optimisation with stock classification and using different risk measures)

Matlamat utama pelabur pastinya untuk memaksimumkan pulangan pelaburan dan meminimumkan risiko. Kajian ini dilakukan bertujuan untuk menentukan komposisi peratusan pelaburan satu portfolio optimal dengan menggunakan tiga model ukuran risiko berbeza, iaitu min-varians (MV), min sisihan m...

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Bibliographic Details
Main Authors:	Lum , Ji Seng, Saiful Hafizah Jaaman
Format:	Article
Published:	Penerbit Universiti Kebangsaan Malaysia 2011
Online Access:	http://journalarticle.ukm.my/3441/

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