Optimal portfolio management in Singapore and Malaysia from 1994-1996

Optimal portfolio management in Singapore and Malaysia from 1994-1996

52 p.

Bibliographic Details
Main Author:	Pee Chin Min, Tan Su Lin, Wong Chi Wai
Other Authors:	Cornelis A. Los
Format:	Final Year Project (FYP)
Published:	2014
Subjects:	DRNTU::Business::Finance::Portfolio management
Online Access:	http://hdl.handle.net/10356/57905

Similar Items

Optimal portfolio size for portfolio diversification : an empirical study on Singapore Stock Exchange.
by: Chong, Wai Lam., et al.
Published: (2011)

A test on the mean/variance efficiency of the Singapore market portfolio.
by: Ong, David Wen Shiong., et al.
Published: (2011)

Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore
by: Au Yong, Lay Hiong.
Published: (2008)

Analysis of portfolio optimization model.
by: Ng, Sze Sze., et al.
Published: (2008)

Analysis of whether fund managers add value to their investment portfolios and the resulting implications on the efficient market hypothesis in Singapore
by: Vikna Rajah Thambirajah, et al.
Published: (2008)

Designing an optimal portfolio : a financial analyst perspective.
by: Ng, Mei Hoon., et al.
Published: (2008)

Building an index-tracking portfolio.
by: Poh, Seng Tiong., et al.
Published: (2008)

Performance of the global minimum variance portfolio : a study on correlation and volatility estimation.
by: Tan, Wei Hao., et al.
Published: (2012)

Emerging markets portfolio.
by: Hee, Alex Guo Quan., et al.
Published: (2008)

Performance of global minimum variance portfolio.
by: Chow, Ming Jie., et al.
Published: (2009)

Portfolio selection with CVaR constraint.
by: Chua, Serene Ee Ling., et al.
Published: (2008)

Optimal portfolio diversification in the Asia-Pacific region incorporating currency risk and interest rate term premiums
by: Kaw, Kelvin Jon Wua, et al.
Published: (2008)

Portfolio insurance strategies : a comparison of OBPI versus CPPI
by: Chen, Xinyi, et al.
Published: (2011)

Preliminary study of application of project portfolio management in the design & consulting firm.
by: Tang, Sudian.
Published: (2011)

Market portfolios and mean/variance efficiency : evidence from Hong Kong, South Korea and Taiwan markets.
by: Yeo, Shi Yuan., et al.
Published: (2011)

Comparison of Archimedean copula and mean variance method in estimating VaR an application to different stock portfolios
by: Tian, Cheng, et al.
Published: (2011)

A behavioural trading strategy in the Singapore stock market.
by: Chen, Zhang Rui., et al.
Published: (2012)

A review on portfolio optimization models for Islamic finance
by: Doong Toong Lim, et al.
Published: (2023-02-01)

Hedge fund investing : index return persistence and style portfolio performance 1994-2004.
by: Wong, Pei Ling., et al.
Published: (2008)

A copula approach to modelling dependence structures between Asian equity markets.
by: Chin, Zhuo Song., et al.
Published: (2011)

Global equity portfolio strategy for Singapore investors.
by: Ling, Beng Chuan., et al.
Published: (2008)

Intelligent investor: an automated financial trading expert.
by: Wong, Jack Yu Lin.
Published: (2008)

Portfolio selection by stochastic programming for the Singapore stock market.
by: Kek, Ho Boon., et al.
Published: (2008)

Value spread as a predictor of stock returns : evidence from China.
by: Woon, Wei Xiang., et al.
Published: (2011)

Value premium as a predictor of stock returns in China.
by: Wong, Nelson., et al.
Published: (2011)

Portfolio management and diversification strategies of property companies listed on the Stock Exchange of Singapore.
by: Heng, Aik Swan., et al.
Published: (2009)

Analysis of porfolio selection techniques.
by: Tan, Yvonne Yi Woen., et al.
Published: (2008)

Free cash flow model : a first evaluation of Singapore stocks, 1994-1998.
by: Chua, Hian Huat., et al.
Published: (2008)

Short run and long run performance of initial public offerings in Singapore 1991 - 1996
by: Priscillia Lim Bee Hong, Florence Liu Pei Eng, Florence Lek Li Ting
Published: (2014)

Information-ratio performance of fund-of-hedge-funds portfolio and tactical asset allocations : 1994-2006.
by: Kwan, Winnie., et al.
Published: (2008)

Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.
by: Chua, Janice Hui Li., et al.
Published: (2008)

Genetic algorithm for portfolio optimization
by: Upadhyay, Sanjana
Published: (2015)

Multifactor equity modelling using random coefficents.
by: Lim, Andrew Tou Nan.
Published: (2008)

Portfolio Rebalancing: A Test of the Markowitz-Van Dijk Heuristic
by: Kritzman, Mark, et al.
Published: (2007)

Three essays on mutual funds
by: Qiao, Zheng
Published: (2014)

Extension of sharpe's asset class factor model : using ETFs to replicate returns of U.S. balanced mutual funds.
by: Choo, Kent Hongming., et al.
Published: (2011)

Liability funding strategy : cash matching.
by: Han, Yiling., et al.
Published: (2008)

Effects of private pensions on household wealth and financial portfolios.
by: Chan, Yee Sin., et al.
Published: (2010)

On-line portfolio selection
by: Li, Bin.
Published: (2013)

Financial integration between Singapore and Malaysia and its policy implications.
by: Ong, Lay Kian., et al.
Published: (2008)