Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Main Board
Relationship between risk and return of the stock in KLSE is important to the investor when making the selection decision for portfolio investment, Decision made weather to invest or not in particular stock depends greatly on investor's level of risk aversion and also the returns per unit o...
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| Format: | Project Paper Report |
| Language: | English English |
| Published: |
1997
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/7899/1/GSM_1997_16_A.pdf |
| Summary: | Relationship between risk and return of the stock in KLSE is
important to the investor when making the selection decision for portfolio
investment, Decision made weather to invest or not in particular stock
depends greatly on investor's level of risk aversion and also the returns
per unit of risk offered by the particular stock,
Investor's ultimate goal is to maximise the gain or return from
investment depends on how much risk is assumed, Construction of
portfolio was use to diversify unsystematic risk of individual stocks to
reduce the overall risk of portfolio but maintaining the return,
This study is to analyse the relationship of risk and returns of
stock listed on KLSE's Mainboard, The analysis was to determine whether
portfolio construction can diversified unsystematic risk and which portfolio
strategies to be use to construct efficient portfolio,
The findings indicate that portfolio construction can diversify
unsystematic risk, Portfolio by design strategy in portfolio construction
was better in diversifying risk rather than using na'ive portfolio strategy, |
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