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Optimal risk computation on precious metal’s assets diversification

Jayeola, Dare and Sufahani, Suliadi and Ismail, Zuhaimy and W. Ahmad, Wan N. A. and Nor, Maria E. and Is-Moen, Muhaimin and Maselan, Norafiz (2018) Optimal risk computation on precious metal’s assets diversification. International Journal of Engineering & Technology, 7 (2). pp. 526-528. ISSN 2227524X


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Optimization is the selection of a best element with regards to certain criterion from set of available alternatives. This paper investigates the effects of assets in optimizing risk using diversification strategy and also examines gold quality of hedging and safe haven. The reduction strength of assets is estimated. Hence, it is observed that gold exhibits highest risk reduction strength. Also it is noticed that gold acts as hedge and safe haven for investors during economic recession.

Item Type: Article
Uncontrolled Keywords: Asset; Black Litterman; diversification; return; risk
Subjects: Q Science > QA Mathematics > QA76 Computer software
Divisions: Faculty of Applied Science and Technology > Department of Mathematics and Statistic
Depositing User: Mr. Mohammad Shaifulrip Ithnin
Date Deposited: 13 May 2019 01:13
Last Modified: 13 May 2019 01:13
URI: http://eprints.uthm.edu.my/id/eprint/11199
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