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

• Main Authors: Abdul Latif, Muhammad Danishman, Ghazali, Nur Atiqah Syuhada, Abdul Halim, Siti Nazhirah
• Format: Student Project
• Language: English
• Published: 2022
• Subjects: Mathematical statistics. Probabilities; Data processing
• Online Access: https://ir.uitm.edu.my/id/eprint/79567/1/79567.pdf; https://ir.uitm.edu.my/id/eprint/79567/
• Institution: Universiti Teknologi Mara

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...