Portfolio optimization of risky and risk free assets using mean-variance approach / Muhammad Danishman Abdul Latif, Nur Atiqah Syuhada Ghazali and Siti Nazhirah Abdul Halim
The purpose of this study is to apply the mean-variance model as our risk measure in the problem of portfolio selection. We are therefore driven to compare the behavior of two types of portfolios which are A-portfolio (combination of the risky and risk-free assets) and B-portfolio (risky asset) when...
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| Main Authors: | , , |
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| Format: | Student Project |
| Language: | English |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/79567/1/79567.pdf https://ir.uitm.edu.my/id/eprint/79567/ |
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| Institution: | Universiti Teknologi Mara |
| Language: | English |