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A Study On The Relationship Between Portfolios Risk And Return In Various Sectors On Kuala Lumpur Stock Exchange
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Book Synopsis A Study on the Relationship Between Portfolio's Risk and Return in Various Sectors on Kuala Lumpur Stock Exchange by : Cheng Long Yap
Download or read book A Study on the Relationship Between Portfolio's Risk and Return in Various Sectors on Kuala Lumpur Stock Exchange written by Cheng Long Yap and published by . This book was released on 1994 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Risk-Return Relationship and Portfolio Management by : Raj S. Dhankar
Download or read book Risk-Return Relationship and Portfolio Management written by Raj S. Dhankar and published by Springer Nature. This book was released on 2019-10-24 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers all aspects of modern finance relating to portfolio theory and risk–return relationship, offering a comprehensive guide to the importance, measurement and application of the risk–return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk–return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk–return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.
Book Synopsis Risk and Return Relationship in Malaysian Finance Sector by :
Download or read book Risk and Return Relationship in Malaysian Finance Sector written by and published by . This book was released on 2012 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines the applicability of Capital Assets Pricing Model (CAPM) in explaining the risk and return relationship of the Malaysian stock market. The analysis of monthly stock market closing indexes from January 2005 to december 2010 using linear regression method was carried out on the standard CAPM model with constant beta.
Book Synopsis The Efficiency of the Kuala Lumpur Stock Exchange by : Annuar Md Nasir
Download or read book The Efficiency of the Kuala Lumpur Stock Exchange written by Annuar Md Nasir and published by . This book was released on 1993 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Relationship Between Risks and Return in the Kuala Lumpur Stock Exchange by : Keat Chye Khoo
Download or read book Relationship Between Risks and Return in the Kuala Lumpur Stock Exchange written by Keat Chye Khoo and published by . This book was released on 2000 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Islamic Capital Markets: A Comparative Approach (Second Edition) by : Obiyathulla Ismath Bacha
Download or read book Islamic Capital Markets: A Comparative Approach (Second Edition) written by Obiyathulla Ismath Bacha and published by World Scientific. This book was released on 2019-02-27 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: Islamic Capital Markets: A Comparative Approach (2nd Edition) looks at the similarities and differences between Islamic capital markets and conventional capital markets. The book explains each topic from both the conventional and the Islamic perspective, offering a full understanding of Islamic capital markets, processes, and instruments. In addition to a full explanation of Islamic products, the book also ensures a holistic understanding of the dual markets within which Islamic capital markets operate.Ideal for both students and current practitioners, the second edition of the highly successful Islamic Capital Markets: A Comparative Approach fills a large gap in the current literature on the subject, featuring case studies from Malaysia, Indonesia, Europe, and the Middle East. One of the few comprehensive, dedicated guides to the subject available, the book offers comprehensive and in-depth insights on the topic of Islamic finance for students and professionals alike.
Book Synopsis CVaR and VaR for a Portfolio of Derivatives by : Siddharth Rajan Alexander
Download or read book CVaR and VaR for a Portfolio of Derivatives written by Siddharth Rajan Alexander and published by . This book was released on 2007 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Study on the Factors Affecting the Stock Market Returns in Malaysia by : Dercio Chauque
Download or read book A Study on the Factors Affecting the Stock Market Returns in Malaysia written by Dercio Chauque and published by Grin Publishing. This book was released on 2017-10-24 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bachelor Thesis from the year 2017 in the subject Economics - Finance, grade: 2, Asia Pacific University of Technology and Innovation, language: English, abstract: This research paper investigates the dynamic relationship between Kuala Lumpur Composite Index (KLCI) and four selected macroeconomic variables namely exchange rate, inflation rate, crude oil price and foreign direct investment. The research consists of 108 monthly observations from the period of January 2007 to December 2015. In this research, the Augmented Dickey-Fuller test (ADF) showed that at 5% significance level, all the variables are stationary at first difference. For the diagnostic tests, there is no multicollinearity, heteroscedasticity, autocorrelation, and model specification problems. However, normality problem was detected in the model. Moreover, Granger causality test and OLS regression model were carried out to determine the short-run and long-run relationships between the KLCI and the selected macroeconomic variables respectively. Results suggest that in the short-run there is no relationship between the KLCI and the four selected macroeconomic variables. However, in the long-run exchange rate, inflation rate, and crude oil prices are found to significantly affect the performance of KLCI, whereas foreign direct investment is found not to influence the movements of KLCI. The exchange rate and inflation negatively affect the KLCI, and the crude oil price has a positive impact in the KLCI movements.
Book Synopsis Efficient Asset Management by : Richard O. Michaud
Download or read book Efficient Asset Management written by Richard O. Michaud and published by Oxford University Press. This book was released on 2008-03-03 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the limitations of MV optimization are not the result of conceptual flaws in Markowitz theory but unrealistic representation of investment information. What is missing is a realistic treatment of estimation error in the optimization and rebalancing process. The text provides a non-technical review of classical Markowitz optimization and traditional objections. The authors demonstrate that in practice the single most important limitation of MV optimization is oversensitivity to estimation error. Portfolio optimization requires a modern statistical perspective. Efficient Asset Management, Second Edition uses Monte Carlo resampling to address information uncertainty and define Resampled Efficiency (RE) technology. RE optimized portfolios represent a new definition of portfolio optimality that is more investment intuitive, robust, and provably investment effective. RE rebalancing provides the first rigorous portfolio trading, monitoring, and asset importance rules, avoiding widespread ad hoc methods in current practice. The Second Edition resolves several open issues and misunderstandings that have emerged since the original edition. The new edition includes new proofs of effectiveness, substantial revisions of statistical estimation, extensive discussion of long-short optimization, and new tools for dealing with estimation error in applications and enhancing computational efficiency. RE optimization is shown to be a Bayesian-based generalization and enhancement of Markowitz's solution. RE technology corrects many current practices that may adversely impact the investment value of trillions of dollars under current asset management. RE optimization technology may also be useful in other financial optimizations and more generally in multivariate estimation contexts of information uncertainty with Bayesian linear constraints. Michaud and Michaud's new book includes numerous additional proposals to enhance investment value including Stein and Bayesian methods for improved input estimation, the use of portfolio priors, and an economic perspective for asset-liability optimization. Applications include investment policy, asset allocation, and equity portfolio optimization. A simple global asset allocation problem illustrates portfolio optimization techniques. A final chapter includes practical advice for avoiding simple portfolio design errors. With its important implications for investment practice, Efficient Asset Management 's highly intuitive yet rigorous approach to defining optimal portfolios will appeal to investment management executives, consultants, brokers, and anyone seeking to stay abreast of current investment technology. Through practical examples and illustrations, Michaud and Michaud update the practice of optimization for modern investment management.
Book Synopsis The Routledge REITs Research Handbook by : David Parker
Download or read book The Routledge REITs Research Handbook written by David Parker and published by Routledge. This book was released on 2018-10-10 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Routledge REITs Research Handbook presents a cutting-edge examination of the research into this key global investment vehicle. Edited by internationally respected academic and REIT expert Professor David Parker, the book will set the research agenda for years to come. The handbook is divided into two parts, the first of which provides the global context and a thematic review covering: asset allocation, performance, trading, sustainability, Islamic REITs, emerging sectors and behavioural finance. Part II presents a regional review of the issues with high level case studies from a diverse range of countries including the US, UK, Brazil, India, Australia, China, Singapore, Israel and Russia, to name just a few. This handbook redefines existing areas within the context of international REITs research, highlights emerging areas and future trends and provides postgraduates, professionals and researchers with ideas and encouragement for future research. It is essential reading for all those interested in real estate, international investment, global finance and asset management.
Book Synopsis An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange by : Mohd. Nizal Haniff
Download or read book An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange written by Mohd. Nizal Haniff and published by . This book was released on 2001 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Responsible Finance and Digitalization by : Panu Kalmi
Download or read book Responsible Finance and Digitalization written by Panu Kalmi and published by Taylor & Francis. This book was released on 2022-09-30 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aftermath of the 2008 crisis has substantially increased the regulation of banks and insurance companies and curtailed their risk taking, which has shifted much of the risk to their clients: firms and consumers. At the same time, digitalization has encouraged the entry of new firms combining finance and technological innovation, a phenomenon known as FinTech. The emergence of non-bank financial entities has contributed to the fragmentation of financial services, and also opened up new markets. Furthermore, the growing emphasis on corporate social responsibility has made it increasingly important for financial organizations to care about their public image. Drawing together these diverse strands, this book examines how the financial sector is evolving and how the existing actors are adapting to the institutional change and to the challenges from new actors and competitors. It also addresses the issue of how financial organizations are providing fixes to the challenges at the systemic level and how a healthier, more diverse and socially responsible financial sector is beneficial to the operations of the market economy as a whole. While there are books that address each of these issues, and also books that look at organizational diversity, there are few that investigate their interconnectedness. Responsible Finance and Digitalization offers a topical overview of the changes that are taking place in the financial sector and how the financial sector itself can contribute to solving global challenges. It equips both students (at MBA and other levels) and practitioners with analytical tools to reflect on this change and to take appropriate action to ensure that their organization can successfully navigate it and create value.
Book Synopsis Portfolio Risk Management with Financial Statistics Applied to Stock Market Data by : Hasina Nargis
Download or read book Portfolio Risk Management with Financial Statistics Applied to Stock Market Data written by Hasina Nargis and published by . This book was released on 2013 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we present a systematic strategy of using statistical techniques for analysing investment in shares. We explore the building of efficient portfolios through optimization using real stock market data for three private limited companies in UK, Vodafone, Barclays and Next. We examine how basic statistical tools can assist an investor in diversifying his or her risk. Monthly historical data of shares for the five years from January 2006 to December 2010 are used for this analysis. Investing in stock markets bears some risk depending on the variance and return of the stock. We discuss the relationship between the average return and risk and also discuss how to minimize the risk of the portfolio. It appears that the Barclays is more riskier for investment than the other two companies. We also discuss why diversification works by identifying the efficient frontier and by constructing the portfolio possibilities curve. This study will assist investors in making more informed decisions regarding investing in stocks.
Book Synopsis Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance by : El Bachir Boukherouaa
Download or read book Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance written by El Bachir Boukherouaa and published by International Monetary Fund. This book was released on 2021-10-22 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benefits these technologies bring in terms of financial deepening and efficiency, while raising concerns about its potential in widening the digital divide between advanced and developing economies. The paper advances the discussion on the impact of this technology by distilling and categorizing the unique risks that it could pose to the integrity and stability of the financial system, policy challenges, and potential regulatory approaches. The evolving nature of this technology and its application in finance means that the full extent of its strengths and weaknesses is yet to be fully understood. Given the risk of unexpected pitfalls, countries will need to strengthen prudential oversight.
Book Synopsis Portfolio Volatility of Islamic and Conventional Stock by : Aldrin Herwany
Download or read book Portfolio Volatility of Islamic and Conventional Stock written by Aldrin Herwany and published by . This book was released on 2013 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: Conventional finance suggests that the higher the risk of an investment, the higher the return it should give. Nevertheless, whether Islamic stocks that offer alternative investment in the stock market suggest different risk-return relationship still needs to be investigated. This empirical study is aimed at assessing risk-return behavior of Islamic stocks. This study employs cross sectional data of portfolio developed using beta-rank and market capitalization, in which daily data will better reflect the real volatility. This study also measures volatility of both conventional and Islamic stocks using Value-at-Risk (VaR). To check whether Islamic stocks are immune from any impact of financial crisis, this study utilizes three periods of observation, i.e., before, during and after the 2008 crisis. This study assesses risk and return using Multi-index model, in which variables tested are the respective fundamental factors. Results of this study will provide more accurate approach in Islamic stocks analysis.
Book Synopsis Performance of Cyclical Sectors on the Klse by :
Download or read book Performance of Cyclical Sectors on the Klse written by and published by . This book was released on 2002 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study attempts to examine the relationship between the stock market, ri and returns before, during and after crisis for the period from 1995 to 2000 t0 cyclical and non-cyclical sectors in Malaysia. The Kuala Lumpur Stock Exchange Composite Index (KLSE CI)represents the stock market, risks (in % and the returns (in %).
Book Synopsis Performance Based Measures on Stock Returns by : Pik Har Wong
Download or read book Performance Based Measures on Stock Returns written by Pik Har Wong and published by LAP Lambert Academic Publishing. This book was released on 2011-06 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: The inconclusive works on which performance measure is more superior and the lack of studies in validating the performance measures through sector-wide coverage and broad time-framed provided a legitimate reason for this study to pursue an understanding of the effects of economic climate (growth, recession and recover) on stock return in the Malaysian (emerging market) context. The main contention of this study is to examine the effects of EVA, ROA, ROE and EPS on stock return for companies listed on the Main Board of Bursa Malaysia (formally known as Kuala Lumpur Stock Exchange) for the year 1990-2000.The 2-step and 4-step hierachical regression models with firm size, firm risk and sector controlled - revealed that ROA, ROE, and EPS have significant influence on stock returns. EVA was found to be the worst performer in predicting stock returns regardless of in which economic period it is investigated. As such, this study did not find a strong ground for the assertion by Stewart, let alone championing the claim of Stewart in abandoning earnings per share and 'forget (about) ROA, ROE and ROI."
