Risk, return and portfolio optimization for various industries in the ASEAN region
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DOI: 10.1016/j.bir.2018.09.003
Abstract: Abstract This paper examines risk, return and portfolio diversification at the industry level in four member countries of the ASEAN for which required data are available: Vietnam, Thailand, Malaysia, and Singapore. Market indices are examined… read more here.
Keywords: optimization various; return portfolio; portfolio optimization; risk ... See more keywords