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Select securities and make a portfolio based on different risk profile and expected return of each investor.
Member rating: No Rating | Words: | Submitted: Tue Jun 20 2006
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INTRODUCTION This report talks about one of the ways to select securities and make a portfolio based on different risk profile and expected return of each investor. The following areas have been covered as a part of this report. 1. Collection of data on securities which are listed on the Singapore Stock Exchange based on a given criteria. 2. Analyze the securities based on past data and investigating the relationship between the beta and the expected return of individual securities. 3. Obtain the expected return of each securities using Capital Asset Pricing Model. 4. Use linear programming to create a portfolio for investors with a low, medium and high risk profile from the securities to analyze the beta of securities. 5. Maximize the expected return on each of the portfolio based on the given constraints. OUR DATA 1. For our analysis on this project, we have selected securities from the Singapore Securities Exchange (SGX). The securities selected...
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