Extension Of Markowitz Model For Portfolio Analysis.
This paper focused on portfolio analysis that set-up among 10 selected stocks traded on Kuala Lumpur Stock Exchange (KLSE). Markowitz model is the main method used to build the optimal portfolio for this paper.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2004
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| Subjects: | |
| Online Access: | http://eprints.usm.my/7451/ http://eprints.usm.my/7451/1/Extension_of_Markowitz_Model_for_Portfolio_Analysis_%28PPSM%29.pdf |
| _version_ | 1848870250545676288 |
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| author | Kamil, Anton Abdulbasah Kwan, Mei Wan |
| author_facet | Kamil, Anton Abdulbasah Kwan, Mei Wan |
| author_sort | Kamil, Anton Abdulbasah |
| building | USM Institutional Repository |
| collection | Online Access |
| description | This paper focused on portfolio analysis that set-up among 10 selected stocks traded on Kuala Lumpur Stock Exchange (KLSE). Markowitz model is the main method used to build the optimal portfolio for this paper.
|
| first_indexed | 2025-11-15T15:21:12Z |
| format | Article |
| id | usm-7451 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T15:21:12Z |
| publishDate | 2004 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-74512013-07-13T03:40:02Z http://eprints.usm.my/7451/ Extension Of Markowitz Model For Portfolio Analysis. Kamil, Anton Abdulbasah Kwan, Mei Wan QA1-939 Mathematics This paper focused on portfolio analysis that set-up among 10 selected stocks traded on Kuala Lumpur Stock Exchange (KLSE). Markowitz model is the main method used to build the optimal portfolio for this paper. 2004-07 Article PeerReviewed application/pdf en http://eprints.usm.my/7451/1/Extension_of_Markowitz_Model_for_Portfolio_Analysis_%28PPSM%29.pdf Kamil, Anton Abdulbasah and Kwan, Mei Wan (2004) Extension Of Markowitz Model For Portfolio Analysis. WSEAS TRANSACTIONS ON MATHEMATICS , 3 (3). pp. 641-646. ISSN 1109-2769 |
| spellingShingle | QA1-939 Mathematics Kamil, Anton Abdulbasah Kwan, Mei Wan Extension Of Markowitz Model For Portfolio Analysis. |
| title | Extension Of Markowitz Model For Portfolio Analysis. |
| title_full | Extension Of Markowitz Model For Portfolio Analysis. |
| title_fullStr | Extension Of Markowitz Model For Portfolio Analysis. |
| title_full_unstemmed | Extension Of Markowitz Model For Portfolio Analysis. |
| title_short | Extension Of Markowitz Model For Portfolio Analysis. |
| title_sort | extension of markowitz model for portfolio analysis. |
| topic | QA1-939 Mathematics |
| url | http://eprints.usm.my/7451/ http://eprints.usm.my/7451/1/Extension_of_Markowitz_Model_for_Portfolio_Analysis_%28PPSM%29.pdf |