Portfolio optimization of Malaysian assets using mean-variance with additional cardinality constraint / ‘Aina Nur Syarah Shamsul Akmar, Muhammad Hazmi Zuraini and Nor Alia Azmi

• Main Authors: Shamsul Akmar, ‘Aina Nur Syarah, Zuraini, Muhammad Hazmi, Azmi, Nor Alia
• Format: Student Project
• Language: English
• Published: 2024
• Subjects: Dissertations, Academic. Preparation of theses
• Online Access: https://ir.uitm.edu.my/id/eprint/95146/1/95146.pdf; https://ir.uitm.edu.my/id/eprint/95146/
• Institution: Universiti Teknologi Mara

Introduction: Investment is the acquisition of assets to develop wealth and save money from hard-earned income or appreciation. The goal of investment is to generate the highest possible profit while minimizing the risk of loss. Portfolio optimization is a qualitative process used in finance to sele...