Extension of Markowitz Model for Portfolio Analysis

Abstract:- This paper focused on portfolio analysis that set-up among 10 selected stocks traded on Kuala Lumpur Stock Exchange (KLSE). Markowitz model is the main method used to build the optimal portfolio for this paper. There are two type of analysis were conducted in this paper which are daily analysis and weekly analysis. Among this 2 analysis, weekly analysis provides a higher profit level with lower risk level than daily analysis. Key-Words:- Markowitz portfolio theory, expected return and risk, a risk-free rate.