Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange: a case revisited
Capital Asset Pricing Model is widely used by investors to estimate the return or the moving behavior of the stock and Markowitz Model is employed to achieve portfolio diversification. This study examine whether CAPM is valid to forecast the behaviour of the each individual stock and its return as w...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2016
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/54756/1/Markowitz%20portfolio%20theory%20and%20capital%20asset%20pricing%20model%20for%20Kuala%20Lumpur%20stock%20exchange.pdf http://psasir.upm.edu.my/id/eprint/54756/ http://www.econjournals.com/index.php/ijefi/article/view/2607 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Putra Malaysia |
| Language: | English |
Be the first to leave a comment!