Applying Portfolio Theory to Timber Product

Applying Portfolio Theory to Timber Product

Sejak seminar analisis min-varians diperkenalkan oleh Markowitz (1952), teori portfolio telah diperkembangkan dalam konteks model pilihan normatif, termasuk bagaimana untuk membentuk portfolio yang optimum. Analisis ini menggunakan teori portfolio untuk mendapatkan penyelesaian optimum, memaksim...

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Main Author: Shahri, Shazuin
Format: Thesis
Language:English
Published: 2009
Subjects:
QA1 Mathematics (General)
Online Access:http://eprints.usm.my/31206/1/SHAZUIN_BINTI_SHAHRI.pdf
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spelling my-usm-ep.312062016-11-28T02:21:11Z Applying Portfolio Theory to Timber Product 2009-04 Shahri, Shazuin QA1 Mathematics (General) Sejak seminar analisis min-varians diperkenalkan oleh Markowitz (1952), teori portfolio telah diperkembangkan dalam konteks model pilihan normatif, termasuk bagaimana untuk membentuk portfolio yang optimum. Analisis ini menggunakan teori portfolio untuk mendapatkan penyelesaian optimum, memaksimumkan keuntungan dan meminimumkan risiko bagi produk balak di Semenanjung Malaysia dan eksport satu produk balak terpilih ke destinasi utama dunia. Masalah ini adalah aplikasi secara langsung pendekatan min-varians Markowitz dan masalah pengoptimuman portfolio dapat diformulakan sebagai pengaturcaraan matematik. Since the seminal mean-variance analysis was introduced by Markowitz (1952), the portfolio theory has been expanded in the context of normative choice modeling, including how to form an optimal portfolio. This study uses portfolio theory to find the optimal, profit maximizing and riskminimizing combinations of timber product in Peninsular Malaysia and the export of one selected timber product to major destination throughout the world. This problem is a straight forward application of Markowitz mean-variance approach and the optimal portfolio problem can be formulated as mathematical programming. 2009-04 Thesis http://eprints.usm.my/31206/ http://eprints.usm.my/31206/1/SHAZUIN_BINTI_SHAHRI.pdf application/pdf en public masters Universiti Sains Malaysia Pusat Pengajian Sains Matematik
institution Universiti Sains Malaysia
collection USM Institutional Repository
language English
topic QA1 Mathematics (General)
spellingShingle QA1 Mathematics (General)
Shahri, Shazuin
Applying Portfolio Theory to Timber Product
description Sejak seminar analisis min-varians diperkenalkan oleh Markowitz (1952), teori portfolio telah diperkembangkan dalam konteks model pilihan normatif, termasuk bagaimana untuk membentuk portfolio yang optimum. Analisis ini menggunakan teori portfolio untuk mendapatkan penyelesaian optimum, memaksimumkan keuntungan dan meminimumkan risiko bagi produk balak di Semenanjung Malaysia dan eksport satu produk balak terpilih ke destinasi utama dunia. Masalah ini adalah aplikasi secara langsung pendekatan min-varians Markowitz dan masalah pengoptimuman portfolio dapat diformulakan sebagai pengaturcaraan matematik. Since the seminal mean-variance analysis was introduced by Markowitz (1952), the portfolio theory has been expanded in the context of normative choice modeling, including how to form an optimal portfolio. This study uses portfolio theory to find the optimal, profit maximizing and riskminimizing combinations of timber product in Peninsular Malaysia and the export of one selected timber product to major destination throughout the world. This problem is a straight forward application of Markowitz mean-variance approach and the optimal portfolio problem can be formulated as mathematical programming.
format Thesis
qualification_level Master's degree
author Shahri, Shazuin
author_facet Shahri, Shazuin
author_sort Shahri, Shazuin
title Applying Portfolio Theory to Timber Product
title_short Applying Portfolio Theory to Timber Product
title_full Applying Portfolio Theory to Timber Product
title_fullStr Applying Portfolio Theory to Timber Product
title_full_unstemmed Applying Portfolio Theory to Timber Product
title_sort applying portfolio theory to timber product
granting_institution Universiti Sains Malaysia
granting_department Pusat Pengajian Sains Matematik
publishDate 2009
url http://eprints.usm.my/31206/1/SHAZUIN_BINTI_SHAHRI.pdf
_version_ 1747820403146883072

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