G model tested with FTSE 100
Chiu, Yu Han (2008) G model tested with FTSE 100. [Dissertation (University of Nottingham only)] (Unpublished)
The portfolio selection is an important method of financial investment and is used to reduce the investment risks. This approach is used by investors to achieve the greater portfolio optimisation with performances of the maximum returns with the acceptable level of risks/ the minimum risks with the acceptable returns. The dissertation is concerned with the G model tested with FTSE 100 (Financial Times Stock Exchange index). Therefore, YHC Portfolio Selection Version 1.0 was designed to assist investors during the portfolio selection processes. It begins with a detailed study of the portfolio selection based on Markowitz's theory. This work has identified the FTSE 100 data from 1st January 2003 to 1st January 2006 by implementing G model.
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