Enhanced index tracking in portfolio optimization with two-stage mixed integer programming model
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 …
portfolio to generate higher return than the benchmark index return at minimum tracking …
Higher moment of portfolio optimization with polynomial goal programming approach
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 …
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 …
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
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 …
Covid-19 pandemic recently. The Covid-19 pandemic has been greatly deteriorated and …
Analysis on the Financial Performance of Companies with TOPSIS Model
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 …
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 …
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
In Malaysia, there have been various challenges faced by the logistics services companies
throughout the years for businesses survival and new establishments. Logistics services …
throughout the years for businesses survival and new establishments. Logistics services …
Analysis on the Performance of Healthcare Industry in Malaysia with TOPSIS Model
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 …
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
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 …
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 …
aims to track the performance of the stock market index without purchasing all the stocks that …