Enhanced index tracking in portfolio optimization with two-stage mixed integer programming model

WS Lam, SH Jaaman, WH Lam - Journal of Fundamental and Applied …, 2017 - ajol.info
Enhanced index tracking is a portfolio management which aims to construct the optimal
portfolio to generate higher return than the benchmark index return at minimum tracking …

Higher moment of portfolio optimization with polynomial goal programming approach

LW Siew, SH Jaaman, LW Hoe - Journal of Physics: Conference …, 2021 - iopscience.iop.org
The mean-variance (MV) model has been introduced in portfolio optimization to minimize
the risk and achieve the target rate of return in the investment. However, the higher moment …

An empirical evaluation on the preference of mobile broadband in Malaysia with analytic hierarchy process model

LW Siew, LW Hoe, M Bakar, A Bin… - Advanced Science …, 2018 - ingentaconnect.com
Mobile broadband provides high speed wireless internet access via mobile devices to the
end users. It has been growing rapidly nowadays due to the advance in technology. It has …

Evaluation of the Financial Distress Level of Construction Companies in Malaysia Using Z-score Model

LK Fai, LW Siew, LW Hoe - … of the 8th International Conference on …, 2022 - Springer
The companies' financial distress is a popular issue nowadays due to the impact of the
Covid-19 pandemic recently. The Covid-19 pandemic has been greatly deteriorated and …

Analysis on the Financial Performance of Companies with TOPSIS Model

LW Siew, LW Hoe, LP Fun - … of the 8th International Conference on …, 2022 - Springer
Property development industry is sensitive to the economic condition. Due to land scarcity
and population migration, there has been an imbalance in the supply and demand of …

Portfolio optimization for index tracking modelling in Malaysia stock market

LW Siew, SH Jaaman, H Ismail - AIP Conference Proceedings, 2016 - pubs.aip.org
Index tracking is an investment strategy in portfolio management which aims to construct an
optimal portfolio to generate similar mean return with the stock market index mean return …

Performance Analysis of Logistics Services Companies in Malaysia Using TOPSIS Model

MAB Din, WH Lam, WS Lam, WJ Choy, JS Haw… - … and process Plant …, 2023 - Springer
In Malaysia, there have been various challenges faced by the logistics services companies
throughout the years for businesses survival and new establishments. Logistics services …

Analysis on the Performance of Healthcare Industry in Malaysia with TOPSIS Model

WH Lam, WS Lam, KF Liew, MAB Din - International Conference on …, 2022 - Springer
The COVID-19 pandemic was characterized as a global pandemic by the WHO in March
2020. The COVID-19 pandemic had major effects, short-and long-term impacts on the …

Analyzing the Financial Performance of Transportation Companies with Goal Programming Model

WH Lam, PF Lee, WS Lam, MA Bakar - International Conference on …, 2022 - Springer
Asset and liability management (ALM) is an important aspect of financial management in all
industries. With integrated highways and roadways, land-based transportation has become …

[PDF][PDF] Index Tracking In Portfolio Optimization With Tracking Error Variance Model

LW Siew, LW Hoe - SCIREA Journal of …, 2016 - article.scienceresearchassociation …
Index tracking is a form of portfolio management in stock market investment. Index tracking
aims to track the performance of the stock market index without purchasing all the stocks that …