Stock Market Performance And Modern Portfolio Theory: Case On Malaysian Stock Market And Asian Indices
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- Type
- article
- Published
- 2014-01-01
- Cited by
- 9
- References
- 17
- OpenAlex
- https://openalex.org/W11079369
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:9739079
Keywords
Financial economics, Sharpe ratio, Stock market, Economics, Portfolio
References
- EQUILIBRIUM IN A CAPITAL ASSET MARKET
- How Many Stocks Make a Diversified Portfolio?
- Portfolio Selection
- Diversification and the Reduction of Dispersion: A Note
- How efficient is naive portfolio diversification? an educational note
- The relationship between earnings' yield, market value and return for NYSE common stocks: Further evidence
- Investment Performance of Common Stocks in Relation to their Price-Earnings Ratios
- Abnormal Returns in Small Firm Portfolios
- Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the Us
- The Increasing Importance of Industry Factors
- Why Not Diversify Internationally Rather Than Domestically
- International Asset Pricing and Portfolio Diversification with Time-Varying Risk
- International Portfolio Diversification Benefits: Cross-Country Evidence from a Local Perspective
- MUTUAL FUND PERFORMANCE*
- Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
- THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
- Portfolio Selection Efficient Diversification Of Investments
Cited by
- The comovement of the selective ASEAN stock markets: is there any impact on Malaysian stock market?
- DIVERSIFICATION DIAGNOSTICS FOR PORTFOLIO INVESTMENT USING COMBINATION OF CRYPTOCURRENCY AND STOCK PRICE.
- Evaluation of Risk Reduction for Portfolio in Islamic Investment Using Modern Portfolio Theory
- Productivity and efficiency analysis using DEA: Evidence from financial companies listed in Bursa Malaysia
- Relationship Between Fixed Capital Investment And Stock Returns Of Firms Listed At The Nairobi Securities Exchange
- Mathematical Model Composition of Stock Price Composite Index: A Case Study of Malaysia Stock Exchange
- Impact of Changes in Exchange Rate on Stock Market: An Empirical Evidence from Indonesia
- Stock prices and macroeconomic information in Ghana: speed of adjustment and bi-causality analysis
- Robust Statistical Portfolio Investment in Modern Portfolio Theory: A Case Study of Two Stocks Combination in Kuala Lumpur Stock Exchange
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