Comparison of performance between MARKOWITZ model and enhanced index tracking model
The rapid growth of exchange-traded fund (ETF) in Malaysia and recommendation of investment professionals raise doubt on whether a portfolio which tracks the performance of an index will perform better than a carefully built portfolio, such as the one built by using the classical Markowitz Model. Th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia,
2020.
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| Online Access: | Get fulltext |