Hassan Abubakar - Academia.edu (original) (raw)

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Papers by Hassan Abubakar

The classical mean-variance portfolio selection problem (PSP) pioneered by Markowitz is, undoubte... more The classical mean-variance portfolio selection problem (PSP) pioneered by Markowitz is, undoubtedly, one of the most frequently studied areas in finance, and several financial analysts regard it as the foundation of modern portfolio theory (MPT). The model in its basic form deals with making a choice from a universe of assets to form a master asset known as portfolio of assets. The main aim of such a strategy is to achieve a reasonable trade-off given the conflicting objectives related to making a maximum possible return/profit at the most minimum risk possible, provided that the right choice of constituent assets is made and proper weights (fraction of investment funds) are correspondingly allotted. In this paper, we looked at the effects and advantages of constructing a reasonably diversified portfolio from a pool of assets while giving emphasis on the interrelationship existing among the portfolio's constituent assets.

The classical mean-variance portfolio selection problem (PSP) pioneered by Markowitz is, undoubte... more The classical mean-variance portfolio selection problem (PSP) pioneered by Markowitz is, undoubtedly, one of the most frequently studied areas in finance, and several financial analysts regard it as the foundation of modern portfolio theory (MPT). The model in its basic form deals with making a choice from a universe of assets to form a master asset known as portfolio of assets. The main aim of such a strategy is to achieve a reasonable trade-off given the conflicting objectives related to making a maximum possible return/profit at the most minimum risk possible, provided that the right choice of constituent assets is made and proper weights (fraction of investment funds) are correspondingly allotted. In this paper, we looked at the effects and advantages of constructing a reasonably diversified portfolio from a pool of assets while giving emphasis on the interrelationship existing among the portfolio's constituent assets.

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