An Optimal Control Approach to Portfolio Diversification on Large Cap Stocks Traded in Tokyo Stock Exchange

In this chapter, Markowitz mean-variance approach is proposed for examining the best portfolio diversification strategy within three subperiods which are during the global financial crisis (GFC), post-global financial crisis, and during the non-crisis period. In our approach, we used 10 securities f...

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Autores principales:	Abdullah, Muhammad Jaffar Sadiq, Ishak, Norizarina
Formato:	Capítulo de libro
Lenguaje:	inglés
Publicado:	IntechOpen 2022
Materias:	Physical Sciences, Engineering and Technology
Acceso en línea:	https://www.intechopen.com/chapters/79884
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