The Resampled Method To Improve The Efficient Frontier In Minimizing Estimation Error: The Case Of Malaysia Equity Portfolios
Since the work of Markowitz (1952), Mean-Variance (MV) analysis has been a central focus of financial economics. MV theory is still used as a foundation of the modern finance for asset management. Problems involving quadratic objective functions or loss functions generally incorporate a MV analys...
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Main Author: | Abu Mansor, Siti Nurleena |
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Format: | Thesis |
Language: | English |
Published: |
2006
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Subjects: | |
Online Access: | http://eprints.usm.my/31211/1/SITI__NURLEENA_BINTI_ABU_MANSOR.pdf |
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