Zulkifli Mohamed, Universiti Teknologi MARA, Malaysia
Basaruddin Shah Basri, Universiti Teknologi MARA, Malaysia
Dr. Norzaidi Mohd Daud, Universiti Teknologi MARA, Malaysia
Dr. Chong Siong Choy, Putra International College, Malaysia
Journal:
International Journal of Electronic Finance, Vol.2, No.4, pp.451-468.
Citation:
H Index: 6
Publisher:
Inderscience, Switzerland
Year:
2008
Abstract:
Today's uncertain and volatile market conditions require investors to utilise Information Technology (IT) to drive future investment decisions through correct analysis and judgement. Based upon this setting, this study investigates the effectiveness of the portfolio selection model by inforcoporating the mean-variance approach and the investor's judgement vector. Based upon 128 samples of stocks which were randomly selected from the Bursa Malaysia and studied for the period 2000-2008, the results suggest that the model is efficient in improving portfolio diversification benefits by maximising risk. Theoretical and practical implications are provided in light of the findings.
H Index: 6
Publisher:
Inderscience, Switzerland
Year:
2008
Abstract:
Today's uncertain and volatile market conditions require investors to utilise Information Technology (IT) to drive future investment decisions through correct analysis and judgement. Based upon this setting, this study investigates the effectiveness of the portfolio selection model by inforcoporating the mean-variance approach and the investor's judgement vector. Based upon 128 samples of stocks which were randomly selected from the Bursa Malaysia and studied for the period 2000-2008, the results suggest that the model is efficient in improving portfolio diversification benefits by maximising risk. Theoretical and practical implications are provided in light of the findings.
Keywords:
Portfolio diversification; mean-variance model; IT development and use; investor’s judgment vector; e-finance, Malaysia.
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