Optimal portfolio management.

• Main Authors: Lim, Xue Jing., Ng, Jie Wen., Peh, Ying Jie.
• Other Authors: Leon Chuen Hwa
• Format: Final Year Project
• Language: English
• Published: 2010
• Subjects: DRNTU::Business::Finance::Portfolio management
• Online Access: http://hdl.handle.net/10356/35554
• Institution: Nanyang Technological University

This paper investigates the dual effect of stock selection and asset allocation method on optimizing equity portfolio performance, defined by risk-adjusted return. Portfolios are formed based on the four indicators, highest dividend yield, lowest price-earnings ratio, lowest price-to-book ratio and...