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PERFORMANCE OF LISTED GOVERNMENT-LINKED COMPANIES IN MALAYSIA AND SINGAPORE USING PORTFOLIO OPTIMIZATION APPROACH

Chun-Teck Lye Author_Email: Ctlye@mmu.edu.my
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Chun-Teck Lye Author_Email: Ctlye@mmu.edu.my: Centre for Foundation Studies & Extension Education, Multimedia University, Melaka, Malaysia

No 2011-223, 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding from Conference Master Resources

Keywords: Comparative; Optimal; Return; Risk; Sortino (search for similar items in EconPapers)
JEL-codes: M0 (search for similar items in EconPapers)
Date: 2011-03
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Published in 2nd ICBER 2011 Proceeding, March 2011

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