An optimal portfolio mix for stable and turbulent times: A study on selected Philippine asset classes using a modified Markowitz mean-variance model for the years 2006-2015
The varying risk and returns of investments shows that techniques are needed to aid investors in the allocation of their investments. This paper analyzes the effectivity of a modified Markowitz mean-variance model in determining an optimal portfolio mix in both stable and turbulent times of selected...
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| Main Authors: | , , , |
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| 格式: | text |
| 語言: | English |
| 出版: |
Animo Repository
2016
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| 主題: | |
| 在線閱讀: | https://animorepository.dlsu.edu.ph/etd_bachelors/9689 |
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| 機構: | De La Salle University |
| 語言: | English |