International Journal of Engineering and Technology

ABSTRACT

ISSN: 0975-4024

Title	:	The Portfolio Selection by Using Quadratic Programming Approach Case Study of Malaysia Stock Exchange
Authors	:	Ali YOUSFAT
Keywords	:	Portfolio Selection, Quadratic Programming, Covariance, Lagrangian Duality, Bursa Malaysia.
Issue Date	:	Aug-Sep 2015
Abstract	:	This paper uses the quadratic approach to select the optimum portfolio of the Malaysian stovk exchange. This framework deals with ten biggest firms posted on the stock exchange during 2014. The result shows that the optimum portfolio includes 22 % of Axiata Group shares, 11% of Genting shares, 30 % of Petronas Chemicals shares, 1% of Sime Darbi shares and 36 % of Tenaga Nasional shares.
Page(s)	:	1361-1369
ISSN	:	0975-4024
Source	:	Vol. 7, No.4