Portfolio Evaluation Based on Efficient Frontier Superiority Using Center of Gravity

Investing in portfolio of assets is the best way to reduce the investment risk. The most desired portfolio can be obtained when investors chose to invest in the portfolios that lay on the portfolio’s efficient frontier. However, the superiorities of the portfolios are difficult to differentiate espe...

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Bibliographic Details
Main Authors: Omar Samat, Daud Mohamad, Zulkifli Mohamed
Format: Article
Language:English
Published: Stefan cel Mare University of Suceava 2010-01-01
Series:Journal of Applied Computer Science & Mathematics
Subjects:
Online Access:http://jacs.usv.ro/getpdf.php?issue=9&paperid=916