Pemilihan Terbaik Portfolio di Pasaran Saham Malaysia Menerusi Model Markowitz

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Pemilihan Terbaik Portfolio di Pasaran Saham Malaysia Menerusi Model Markowitz

Pemilihan portfolio amat penting bagi seseorang pelabur dan ada pelbagai eara penentuan portfolio yang terhaik. Dalam kajian ini, pemilihan portfolio menerusi model Markowitz dalam bentuk pengaturearaan kuadratik dilakukan. Data-data untuk kajian ini berasaskan pada prestasi harian dua tahun (...

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Bibliographic Details
Main Authors:	Tay, Chin Hong, Mohamad Zain, Shaharir
Format:	Article
Language:	English Malay
Published:	Institute for Mathematical Research 2008
Online Access:	http://psasir.upm.edu.my/id/eprint/12451/ http://psasir.upm.edu.my/id/eprint/12451/1/artikel_2_vol1_no2.pdf

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