Applying Portfolio Theory to Timber Product
Sejak seminar analisis min-varians diperkenalkan oleh Markowitz (1952), teori portfolio telah diperkembangkan dalam konteks model pilihan normatif, termasuk bagaimana untuk membentuk portfolio yang optimum. Analisis ini menggunakan teori portfolio untuk mendapatkan penyelesaian optimum, memaksim...
| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://eprints.usm.my/31206/ http://eprints.usm.my/31206/1/SHAZUIN_BINTI_SHAHRI.pdf |
| _version_ | 1848876508306735104 |
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| author | Shahri, Shazuin |
| author_facet | Shahri, Shazuin |
| author_sort | Shahri, Shazuin |
| building | USM Institutional Repository |
| collection | Online Access |
| description | Sejak seminar analisis min-varians diperkenalkan oleh Markowitz (1952), teori
portfolio telah diperkembangkan dalam konteks model pilihan normatif, termasuk
bagaimana untuk membentuk portfolio yang optimum.
Analisis ini menggunakan teori portfolio untuk mendapatkan penyelesaian
optimum, memaksimumkan keuntungan dan meminimumkan risiko bagi produk balak
di Semenanjung Malaysia dan eksport satu produk balak terpilih ke destinasi utama
dunia. Masalah ini adalah aplikasi secara langsung pendekatan min-varians Markowitz
dan masalah pengoptimuman portfolio dapat diformulakan sebagai pengaturcaraan
matematik.
Since the seminal mean-variance analysis was introduced by Markowitz (1952),
the portfolio theory has been expanded in the context of normative choice modeling,
including how to form an optimal portfolio.
This study uses portfolio theory to find the optimal, profit maximizing and riskminimizing
combinations of timber product in Peninsular Malaysia and the export of
one selected timber product to major destination throughout the world. This problem is a
straight forward application of Markowitz mean-variance approach and the optimal
portfolio problem can be formulated as mathematical programming. |
| first_indexed | 2025-11-15T17:00:40Z |
| format | Thesis |
| id | usm-31206 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T17:00:40Z |
| publishDate | 2009 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-312062016-11-28T02:21:11Z http://eprints.usm.my/31206/ Applying Portfolio Theory to Timber Product Shahri, Shazuin QA1 Mathematics (General) Sejak seminar analisis min-varians diperkenalkan oleh Markowitz (1952), teori portfolio telah diperkembangkan dalam konteks model pilihan normatif, termasuk bagaimana untuk membentuk portfolio yang optimum. Analisis ini menggunakan teori portfolio untuk mendapatkan penyelesaian optimum, memaksimumkan keuntungan dan meminimumkan risiko bagi produk balak di Semenanjung Malaysia dan eksport satu produk balak terpilih ke destinasi utama dunia. Masalah ini adalah aplikasi secara langsung pendekatan min-varians Markowitz dan masalah pengoptimuman portfolio dapat diformulakan sebagai pengaturcaraan matematik. Since the seminal mean-variance analysis was introduced by Markowitz (1952), the portfolio theory has been expanded in the context of normative choice modeling, including how to form an optimal portfolio. This study uses portfolio theory to find the optimal, profit maximizing and riskminimizing combinations of timber product in Peninsular Malaysia and the export of one selected timber product to major destination throughout the world. This problem is a straight forward application of Markowitz mean-variance approach and the optimal portfolio problem can be formulated as mathematical programming. 2009-04 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/31206/1/SHAZUIN_BINTI_SHAHRI.pdf Shahri, Shazuin (2009) Applying Portfolio Theory to Timber Product. Masters thesis, Universiti Sains Malaysia. |
| spellingShingle | QA1 Mathematics (General) Shahri, Shazuin Applying Portfolio Theory to Timber Product |
| title | Applying Portfolio Theory to Timber Product |
| title_full | Applying Portfolio Theory to Timber Product |
| title_fullStr | Applying Portfolio Theory to Timber Product |
| title_full_unstemmed | Applying Portfolio Theory to Timber Product |
| title_short | Applying Portfolio Theory to Timber Product |
| title_sort | applying portfolio theory to timber product |
| topic | QA1 Mathematics (General) |
| url | http://eprints.usm.my/31206/ http://eprints.usm.my/31206/1/SHAZUIN_BINTI_SHAHRI.pdf |