Effectiveness of the extended mean-variance model using fuzzy approach for portfolio selection in Malaysian stock market / Zulkifli Mohamed ...[et al.]
Purpose of the study is to investigate the effectiveness of the extended mean-variance model using fuzzy approach in maximizing portfolio diversification benefit in the Malaysian stock market. 10 types of portfolios involving 300 listed companies in Bursa Malaysia from 1998 to 2009 were used as a sa...
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Main Authors: | Mohamed, Zulkifli (Author), Ahyak, Ruzidah (Author), Zainal Abidin, Sazali (Author), Mohd Daud, Norzaidi (Author) |
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Format: | Book |
Published: |
Institute of Business Excellent and University Publication Center (UPENA),
2010.
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Online Access: | Link Metadata |
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