The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof
This study is conducted to identify the optimal formation of portfolio based on the selected shariah compliant stocks. Portfolio investment is a combination of many securities or asset where an investor needs to consider many things in selecting the best combination of asset to be included into the...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/33456/1/33456.pdf |
| _version_ | 1796903635049775104 |
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| author | Ismail, Nor Hazila Mohd Yusof, Yuslizawati |
| author_facet | Ismail, Nor Hazila Mohd Yusof, Yuslizawati |
| author_sort | Ismail, Nor Hazila |
| collection | UITM |
| description | This study is conducted to identify the optimal formation of portfolio based on the selected shariah compliant stocks. Portfolio investment is a combination of many securities or asset where an investor needs to consider many things in selecting the best combination of asset to be included into the portfolio. This study attempt to identify which stocks should be included in the portfolio in order to reduce the effect of measurement error on optimal portfolio allocations as well as to calculate the percentage that investors should invest in each security to ensure the investor able to optimize their returns. The method applied here is based on Simple Sharpe Portfolio Optimization. The study covered the period of 1997 to 2009 in order to see the different formation of portfolio before the 1997 crisis and 2007 crisis. |
| first_indexed | 2024-03-06T02:23:08Z |
| format | Conference or Workshop Item |
| id | oai:ir.uitm.edu.my:33456 |
| institution | Universiti Teknologi MARA |
| language | English |
| last_indexed | 2024-03-06T02:23:08Z |
| publishDate | 2010 |
| record_format | dspace |
| spelling | oai:ir.uitm.edu.my:334562020-08-17T09:21:11Z https://ir.uitm.edu.my/id/eprint/33456/ The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof Ismail, Nor Hazila Mohd Yusof, Yuslizawati KBP Islamic law. Sharī'ah. Fiqh Securities. Stocks. Bonds (Islamic law). Trust investments This study is conducted to identify the optimal formation of portfolio based on the selected shariah compliant stocks. Portfolio investment is a combination of many securities or asset where an investor needs to consider many things in selecting the best combination of asset to be included into the portfolio. This study attempt to identify which stocks should be included in the portfolio in order to reduce the effect of measurement error on optimal portfolio allocations as well as to calculate the percentage that investors should invest in each security to ensure the investor able to optimize their returns. The method applied here is based on Simple Sharpe Portfolio Optimization. The study covered the period of 1997 to 2009 in order to see the different formation of portfolio before the 1997 crisis and 2007 crisis. 2010 Conference or Workshop Item PeerReviewed text en https://ir.uitm.edu.my/id/eprint/33456/1/33456.pdf The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof. (2010) In: ICOPS 2010 : International Conference on Public Polices & Social Sciences : E-Proceedings, 26 to 27 May 2010, SP Inn Hotel, Sungai Petani Kedah, Malaysia. |
| spellingShingle | KBP Islamic law. Sharī'ah. Fiqh Securities. Stocks. Bonds (Islamic law). Trust investments Ismail, Nor Hazila Mohd Yusof, Yuslizawati The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof |
| title | The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof |
| title_full | The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof |
| title_fullStr | The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof |
| title_full_unstemmed | The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof |
| title_short | The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof |
| title_sort | formation of optimal portfolio the evidence of malaysia shariah compliant securities nor hazila ismail and yuslizawati mohd yusof |
| topic | KBP Islamic law. Sharī'ah. Fiqh Securities. Stocks. Bonds (Islamic law). Trust investments |
| url | https://ir.uitm.edu.my/id/eprint/33456/1/33456.pdf |
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