Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange

Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange

Capital Asset Pricing Model is widely used by investors to estimate the return or the moving behavior of the stock and Markowitz Model is employed to achieve portfolio diversification. This study examines whether CAPM is valid to forecast the behaviour of the each individual stock and its return as...

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Bibliographic Details
Main Author: Lee, Hui Shan
Format: Book Section
Language:English
Published: Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia 2015
Online Access:http://psasir.upm.edu.my/id/eprint/51166/
http://psasir.upm.edu.my/id/eprint/51166/1/paper8%20MARKOWITZ%20PORTFOLIO%20THEORY%20AND%20CAPITAL%20ASSET%20PRICING%20MODEL%20FOR%20KUALA%20LUMPUR%20STOCK%20EXCHANGE.pdf

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