Optimal portfolio management.

• المؤلفون الرئيسيون: Lim, Xue Jing., Ng, Jie Wen., Peh, Ying Jie.
• مؤلفون آخرون: Leon Chuen Hwa
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2010
• الموضوعات: DRNTU::Business::Finance::Portfolio management
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/35554
• المؤسسة: 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...