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
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Abstract
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.
| Item Type: | Article |
|---|---|
| Subjects: | Q Science > QA Mathematics > QA1-939 Mathematics |
| Divisions: | Pusat Pengajian Sains Matematik (School of Mathematical Sciences) |
| Depositing User: | ARKM Al Rashid Automasi |
| Date Deposited: | 08 Jan 2009 13:30 |
| Last Modified: | 13 Jul 2013 03:40 |
| URI: | http://eprints.usm.my/id/eprint/7451 |
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