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Extension Of Markowitz Model For Portfolio Analysis.

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
ID Code:7451
Deposited By:ARKM Al Rashid Automasi
Deposited On:08 Jan 2009 21:30
Last Modified:08 Jan 2009 21:30

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