Portfolio Analysis Using Single Index Model.
Abdulbasah Kamil, Anton Portfolio Analysis Using Single Index Model. Working Paper. Universiti Sains Malaysia.
This paper focused on portfolio analysis that set-up among 10 selected stocks from Kuala Lumpur Stock Exchange (KLSE). Two types of analysis conducted in this paper, which is daily analysis and weekly analysis using single index model. The result shows that entrance of 5 stocks to set-up optimal portfolio for daily analysis and only 2 stocks been selected in the weekly analysis. Among this 2 analysis, weekly analysis provides a higher profit level with lower risk level if compared to daily analysis.
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