Risk–Return Analysis

Markowitz, Harry M.

doi:10.1002/9780470061602.eqf14007

Cited by 2 publications

(3 citation statements)

References 18 publications

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“…1a. This is a Markowitz (1952Markowitz ( , 1987Markowitz ( , 2006 mean-variance efficient frontier and optimally trades off mean which is desirable with variance which is undesirable. Tobin (1958) extended the Markowitz model to include a risk free asset with mean r f and no variance.…”

Section: Static Portfolio Theory and Computationsmentioning

confidence: 98%

Use of stochastic and mathematical programming in portfolio theory and practice

Ziemba

2008

Ann Oper Res

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Standard finance portfolio theory draws graphs and writes equations usually with no constraints and frequently in the univariate case. However, in reality, there are multivariate random variables and multivariate asset weights to determine with constraints. Also there are the effects of transaction costs on asset prices in the theory and calculation of optimal portfolios in the static and dynamic cases. There we use various stochastic programming, linear complementary, quadratic programming and nonlinear programming problems. This paper begins with the simplest problems and builds the theory to the more complex cases and then applies it to real financial asset allocation problems, hedge funds and professional racetrack betting.

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Section: Static Portfolio Theory and Computationsmentioning

confidence: 98%

Use of stochastic and mathematical programming in portfolio theory and practice

Ziemba

2008

Ann Oper Res

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“…A risk-return analysis is conducted to help investors understand the relationship between risk and expected return. It involves examining the trade-off between these two factors 12 . The mean of expected return is commonly used as a measure of return 12 .…”

Section: Literature Reviewmentioning

confidence: 99%

“…It involves examining the trade-off between these two factors 12 . The mean of expected return is commonly used as a measure of return 12 . CV or coefficient of variation, is a ratio of the sample standard deviation to the sample mean, used to assess the level of dispersion relative to the mean 13…”

Section: Literature Reviewmentioning

confidence: 99%

Sharia External Financing Alternatives for Business Expansion Study Case: PT. XYZ

Wirawati,

Noveria

2023

ijcsrr

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This study investigates sharia compliance external sources of financing for SME’s business expansion. The object of this study is PT. XYZ that operates in the security service business entity of outsourcing industry. In the last five years until 2022 XYZ has declined in number of clients growth. Fortunately, in 2023 XYZ received an offer to supply 500 security personnel that will increase its sales growth to 134%. This growth is a lot higher than the internal and sustainable growth rate of the company, and hence it needs external financing of IDR 5.2 Billion to support the business expansion. The data collected in this research is through primary and secondary data from a semi-structured interview, five years of financial reports and desk research method. This study examines three alternatives of external Sharia financing namely Islamic Bank financing, Sukuk Issuance and Stock Issuance. XYZ needs to choose one alternative that makes the financial performance of the company healthy and also provides the most worthy risk-return to the equity holders. According to the financial ratios, DCF company valuation and risk-return analysis, this study finds that Sukuk is the best alternative external source of financing for XYZ because it makes the financial performance of the company healthy and also provides a desirable returns for the shareholders with lower risks. XYZ and others SMEs could use this alternative source of external financing to support business expansion. Sukuk can be issued through a funding campaign within a specified period in an authorized and credible Islamic Securities Crowdfunding (I-SCF) platforms.

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Risk–Return Analysis

Cited by 2 publications

References 18 publications

Use of stochastic and mathematical programming in portfolio theory and practice

Use of stochastic and mathematical programming in portfolio theory and practice

Sharia External Financing Alternatives for Business Expansion Study Case: PT. XYZ

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