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...

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Bibliographic Details
Main Authors: Mohamed, Zulkifli, Ahyak, Ruzidah, Zainal Abidin, Sazali, Mohd Daud, Norzaidi
Format: Article
Language:English
Published: Institute of Business Excellent and University Publication Center (UPENA) 2010
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/867/
http://ir.uitm.edu.my/id/eprint/867/1/AJ_ZULKIFLI%20MOHAMED%20BMQR%20IBE%2010.pdf