An optimal portfolio mix for stable and turbulent times: A study on Philippine assets using a modified Markowitz mean-variance model for the years 1990-2000

• المؤلفون الرئيسيون: Chua, Paul Vincent, Ong, Marie Grace, Tumbaga, Elinore, Vital, Ma. Katrina
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2001
• الموضوعات: Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_honors/161
• المؤسسة: De La Salle University

Executive Summary. This study is an empirical investigation of the modified Markowitz mean-variance optimization model, which aims to create optimal portfolios for stable and turbulent periods. The model was applied in the context of the Philippine asset market using monthly historical data of the r...