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
    Divisions: Pusat Pengajian Sains Matematik (School of Mathematical Sciences)
    Depositing User: ARKM Al Rashid Automasi
    Date Deposited: 08 Jan 2009 21:30
    Last Modified: 13 Jul 2013 11:40
    URI: http://eprints.usm.my/id/eprint/7451

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