DETERMINANTS OF STOCKS FOR OPTIMAL PORTFOLIO
Basically this is an empirical study which aims to test the Markowitz Modern portfolio theory (MPT) or the mean-variance analysis. Fund managers and general investors seek a portfolio that yields maximum return with minimum risk. The problem of investors is dual in nature, as Markowitz showed, i.e.,...
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| Format: | Article |
| Language: | English |
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Applied Economics Research Centre, University of Karachi
2018-12-01
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| Series: | Pakistan Journal of Applied Economics |
| Online Access: | http://www.aerc.edu.pk/wp-content/uploads/2017/06/Determinants-of-stocks-for-optimal-portfolio.pdf |