An empirical comparison of different optimization models in enhanced index tracking problem

LW Siew, SHH Jaaman, HB Ismail - Advanced Science Letters, 2015‏ - ingentaconnect.com
Enhanced index tracking is a popular type of investment nowadays. Enhanced index
tracking is a portfolio management which aims to track and outperform the benchmark stock …

The impact of human behaviour towards portfolio selection in Malaysia

LW Siew, SHH Jaaman, H bin Ismail - Procedia-Social and Behavioral …, 2015‏ - Elsevier
Human with high risk aversion aims to minimize the risk of loss whereas the human with low
risk aversion desires to maximize the return. The objective of this paper is to study the impact …

Analysis on the Performance of Technology Companies with Z-score Model

LW Hoe, YH Beng, LW Siew, CJ Wai - Bulletin of Electrical Engineering …, 2018‏ - beei.org
Local technology sector plays a significant role in information and communication
technology (ICT) based innovations and applications which enhance organizational …

Enhanced index tracking in portfolio optimization with two-stage mixed integer programming model

WS Lam, SH Jaaman, WH Lam - Journal of Fundamental and Applied …, 2017‏ - ajol.info
Enhanced index tracking is a portfolio management which aims to construct the optimal
portfolio to generate higher return than the benchmark index return at minimum tracking …

[PDF][PDF] An empirical study on the characteristics of high risk aversion behavior in portfolio decision making using regression model

LW Siew, SHH Jaaman, H bin Ismail - Advances in Environmental …, 2015‏ - aensiweb.net
Background: Human behavior exhibits different level of risk aversion in decision making
process. In portfolio selection, human with high risk aversion try to avoid risk of loss in stock …

Evaluation on the performance of highway companies using goal programming model

WS Lam, PF Lee, WH Lam - E3S Web of Conferences, 2023‏ - e3s-conferences.org
Highway companies engage in projects with governments through the concession model in
which the governments' aim is in fulfilling public interest while the highway companies aim to …

[PDF][PDF] Investigation on relationship between human behavior and portfolio selection problem in Malaysia using decision making model

LW Siew, SHH Jaaman, H bin Ismail - Advances in Environmental …, 2015‏ - aensiweb.net
Background: Different level of risk aversion is important to understand the human behavior.
In portfolio selection, the human behavior exhibits different level of risk aversion in finding a …

Analyzing the Financial Performance of Transportation Companies with Goal Programming Model

WH Lam, PF Lee, WS Lam, MA Bakar - International Conference on …, 2022‏ - Springer
Asset and liability management (ALM) is an important aspect of financial management in all
industries. With integrated highways and roadways, land-based transportation has become …

Higher moment of portfolio optimization with polynomial goal programming approach

LW Siew, SH Jaaman, LW Hoe - Journal of Physics: Conference …, 2021‏ - iopscience.iop.org
The mean-variance (MV) model has been introduced in portfolio optimization to minimize
the risk and achieve the target rate of return in the investment. However, the higher moment …

Evaluation of the Financial Distress Level of Construction Companies in Malaysia Using Z-score Model

LK Fai, LW Siew, LW Hoe - … of the 8th International Conference on …, 2022‏ - Springer
The companies' financial distress is a popular issue nowadays due to the impact of the
Covid-19 pandemic recently. The Covid-19 pandemic has been greatly deteriorated and …