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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Main Author:	Che Ali, Siti Afzan
Format:	Thesis
Language:	English
Published:	2002
Subjects:	Banking
Online Access:	https://ir.uitm.edu.my/id/eprint/65976/1/65976.pdf
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id	my-uitm-ir.65976
record_format	uketd_dc
spelling	my-uitm-ir.659762022-10-23T13:58:24Z Optimization of mix of returns / Siti Afzan Che Ali 2002-03-27 Che Ali, Siti Afzan Banking Kuala Lumpur. KLSE 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. 2002-03 Thesis https://ir.uitm.edu.my/id/eprint/65976/ https://ir.uitm.edu.my/id/eprint/65976/1/65976.pdf text en public degree Universiti Teknologi MARA, Kelantan Faculty of Business and Management Shapiin, Mohd Nor
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Shapiin, Mohd Nor
topic	Banking Banking
spellingShingle	Banking Banking Che Ali, Siti Afzan Optimization of mix of returns / Siti Afzan Che Ali
description	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.
format	Thesis
qualification_level	Bachelor degree
author	Che Ali, Siti Afzan
author_facet	Che Ali, Siti Afzan
author_sort	Che Ali, Siti Afzan
title	Optimization of mix of returns / Siti Afzan Che Ali
title_short	Optimization of mix of returns / Siti Afzan Che Ali
title_full	Optimization of mix of returns / Siti Afzan Che Ali
title_fullStr	Optimization of mix of returns / Siti Afzan Che Ali
title_full_unstemmed	Optimization of mix of returns / Siti Afzan Che Ali
title_sort	optimization of mix of returns / siti afzan che ali
granting_institution	Universiti Teknologi MARA, Kelantan
granting_department	Faculty of Business and Management
publishDate	2002
url	https://ir.uitm.edu.my/id/eprint/65976/1/65976.pdf
_version_	1783735591747190784

Optimization of mix of returns / Siti Afzan Che Ali

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