Mean-variance analysis makes possible the choice of an efficient set of security combinations that optimize investment and maximize investor utility. Portfolio returns and variances data of 56 probable portfolio combinations of share investments in eight sampled firms show that only seven probable two -asset portfolio combinations are advisable efficient combinations: two involving manufacturing firms, brewery and petroleum marketing, food and beverages and building materials, as there exists negative covariances between them; and five combinations involving investment in bank shares with investment in either shares in a firm in the petroleum marketing, brewery, food and beverages and building materials sectors. Further results show that co...
The Mean-Variance portfolio selection model, or Efficient Market model, is examined in terms of the ...
The authors study the performance of mean-variance optimized (MVO) equity portfolios for retail inve...
South Africa and Nigeria are the wo biggest African economies by the size of their economies, trans...
The core of portfolio selection theory centers on striking a balance between risk-return trade-off o...
This thesis intends to optimise a portfolio of assets from the Nigerian Stock Exchange (NSE) using m...
This research work is entitled Risk Management and Portfolio Analysis in the Capital Market in Niger...
There is consensus that diversification results in risk reduction. However there is no consensus on ...
In investing, investors will try to limit all the risks in managing their investments. Investor stra...
This study empirically investigated Markowitz and naïve approaches to portfolio analysis. Three rese...
This study investigates the effectiveness of semivariance versus mean-variance optimisation on a ris...
The aim of this study was to assess the feasibility of constructing optimal portfolios using the Joh...
This paper seeks to develop a better statistical understanding of the paradigm of Markowitz mean var...
Stock markets play a vital role in stimulating economic processes and development through diversific...
The aim of this research is to apply the variance and conditional value-at-risk (CVaR) as risk measu...
In order to obtain the best tradeoff between risk and return, optimization algorithms are particular...
The Mean-Variance portfolio selection model, or Efficient Market model, is examined in terms of the ...
The authors study the performance of mean-variance optimized (MVO) equity portfolios for retail inve...
South Africa and Nigeria are the wo biggest African economies by the size of their economies, trans...
The core of portfolio selection theory centers on striking a balance between risk-return trade-off o...
This thesis intends to optimise a portfolio of assets from the Nigerian Stock Exchange (NSE) using m...
This research work is entitled Risk Management and Portfolio Analysis in the Capital Market in Niger...
There is consensus that diversification results in risk reduction. However there is no consensus on ...
In investing, investors will try to limit all the risks in managing their investments. Investor stra...
This study empirically investigated Markowitz and naïve approaches to portfolio analysis. Three rese...
This study investigates the effectiveness of semivariance versus mean-variance optimisation on a ris...
The aim of this study was to assess the feasibility of constructing optimal portfolios using the Joh...
This paper seeks to develop a better statistical understanding of the paradigm of Markowitz mean var...
Stock markets play a vital role in stimulating economic processes and development through diversific...
The aim of this research is to apply the variance and conditional value-at-risk (CVaR) as risk measu...
In order to obtain the best tradeoff between risk and return, optimization algorithms are particular...
The Mean-Variance portfolio selection model, or Efficient Market model, is examined in terms of the ...
The authors study the performance of mean-variance optimized (MVO) equity portfolios for retail inve...
South Africa and Nigeria are the wo biggest African economies by the size of their economies, trans...