Optimal risk computation on precious metal’s assets diversification

  • Authors

    • Dare Jayeola Adekunle Ajasin University
    • Suliadi Sufahani Universiti Tun Hussein Onn Malaysia
    • Zuhaimy Ismail Universiti Teknologi Malaysia
    • Wan Ahmad Universiti Tun Hussein Onn Malaysia
    • Maria Nor Universiti Tun Hussein Onn Malaysia
    • Muhaimin Ismoen Universiti Teknologi Brunei
    • Norafiz Maselan
    2018-04-12
    https://doi.org/10.14419/ijet.v7i2.9858
  • Asset, Black Litterman, Diversification, Return, Risk.

  • Abstract

    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.

  • References

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  • How to Cite

    Jayeola, D., Sufahani, S., Ismail, Z., Ahmad, W., Nor, M., Ismoen, M., & Maselan, N. (2018). Optimal risk computation on precious metal’s assets diversification. International Journal of Engineering & Technology, 7(2), 526-528. https://doi.org/10.14419/ijet.v7i2.9858

    Received date: 2018-03-04

    Accepted date: 2018-03-18

    Published date: 2018-04-12