The Resampled Method To Improve The Efficient Frontier In
Minimizing Estimation Error: The Case Of Malaysia Equity
Portfolios

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The Resampled Method To Improve The Efficient Frontier In Minimizing Estimation Error: The Case Of Malaysia Equity Portfolios

Since the work of Markowitz (1952), Mean-Variance (MV) analysis has been a central focus of financial economics. MV theory is still used as a foundation of the modern finance for asset management. Problems involving quadratic objective functions or loss functions generally incorporate a MV analys...

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Bibliographic Details
Main Author:	Abu Mansor, Siti Nurleena
Format:	Thesis
Language:	English
Published:	2006
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/31211/ http://eprints.usm.my/31211/1/SITI__NURLEENA_BINTI_ABU_MANSOR.pdf

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