Optimization of mix of returns / Siti Afzan Che Ali
This project paper study on the selection of the optimum portfolio by using the Simple Sharpe Optimization Model, in respect to the financial and trading counters listed in Main Board of Kuala Lumpur Stock Exchange (KLSE). The objectives of the study are mainly to look at the construction of optimum...
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| Format: | Thesis |
| Language: | English |
| Published: |
2002
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/65976/1/65976.pdf |
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| Summary: | This project paper study on the selection of the optimum portfolio by using the Simple Sharpe Optimization Model, in respect to the financial and trading counters listed in Main Board of Kuala Lumpur Stock Exchange (KLSE). The objectives of the study are mainly to look at the construction of optimum portfolios and evaluate the portfolio's performance. Reviews of the related literature are discussed within the study scope. Data are collected on the monthly basis for a period from January 1997 to December 2001. There are ten (10) counters in two (2) sectors will be selected as a sample. When the research is done, the conclusion would show the construction of the optimum portfolio and how the portfolio will maximize the investor's wealth. |
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