Optimization of mix of returns / Siti Afzan Che Ali

Che Ali, Siti Afzan (2002) Optimization of mix of returns / Siti Afzan Che Ali. Degree thesis, Universiti Teknologi MARA, Kelantan.

Abstract

This project paper study on the selection of the optimum portfolio by using the Simple Sharpe Optimization Model, in respect to the financial and trading counters listed in Main Board of Kuala Lumpur Stock Exchange (KLSE). The objectives of the study are mainly to look at the construction of optimum portfolios and evaluate the portfolio's performance. Reviews of the related literature are discussed within the study scope. Data are collected on the monthly basis for a period from January 1997 to December 2001. There are ten (10) counters in two (2) sectors will be selected as a sample. When the research is done, the conclusion would show the construction of the optimum portfolio and how the portfolio will maximize the investor's wealth.

Metadata

Item Type:	Thesis (Degree)
Creators:	Creators Email / ID Num. Che Ali, Siti Afzan 2000223663
Contributors:	Contribution Name Email / ID Num. Thesis advisor Shapiin, Mohd Nor UNSPECIFIED
Subjects:	H Social Sciences > HG Finance > Banking H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities > Malaysia > Kuala Lumpur. KLSE
Divisions:	Universiti Teknologi MARA, Kelantan > Machang Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration With Honors (Finance)
Keywords:	Kuala Lumpur Stock Exchange (KLSE), portfolio's performance, portfolios and evaluate
Date:	27 March 2002
URI:	https://ir.uitm.edu.my/id/eprint/65976