Listed companies in Malaysia and Singapore by market capitalization - a comparative risk, risk diversification benefits and performance analysis

This study investigates the performance index, risk features and risk diversification benefits of Malaysia Listed Companies and Singapore Listed Companies from January 2009 - December 2018. The performance measures employed in this study are Sharpe Ratio, Treynor Ratio and Jensen Alpha. However, the...

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Bibliographic Details
Main Author: Sea, Hui Ying
Format: Final Year Project / Dissertation / Thesis
Published: 2019
Subjects:
Online Access:http://eprints.utar.edu.my/5055/
http://eprints.utar.edu.my/5055/1/1502010_Sea_Hui_Ying.pdf