Extension Of Markowitz Model For Portfolio Analysis.
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.
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
2004
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Subjects: | |
Online Access: | http://eprints.usm.my/7451/1/Extension_of_Markowitz_Model_for_Portfolio_Analysis_%28PPSM%29.pdf |