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|Title: ||An Optimal Portfolio Selection of Epack Mutual Fund, Case Study: Databank Financial Services Limited|
|Authors: ||Boateng, Samuel|
|Issue Date: ||2-Dec-2013|
|Abstract: ||Risk plays a very important role in the decision-making process for both investors and companies. It is important that the level of risk associated with investment be quantified so that investors would be able to manage or control it.
The main objective of the study is to efficiently allocate funds to assets of Epack portfolio and quantify the risk associated with it by using Konno and Yamazaki model.
Databank financial services limited was selected for the case study. Its annual report of Epack mutual fund from 2000 to 2009 was collected for the analysis.
The study showed that an amount of GH¢25,998.48 should be allocated to Enterprise Insurance(EI), GH¢55,357.71 to Fan milk(FAM) GH¢18,643.81 to Aluworks(ALM) and no amount to Standard Chartered Bank(SCB), Guinness Ghana Ltd(GGL), Social Security Bank(SSB) and Unilever Ghana limited(UG). In the process the risk is reduced by GH¢37,908.69.
According to the study, it is highly recommended that more resources should be allocated to Fan milk which forms part of consumable assets and little or no amount to the banks.|
|Description: ||A thesis submitted to the Institute of Distance Learning, Kwame Nkrumah University of Science and Technology in partial fulfilment of the requirement for the award of Master of Science degree in Industrial Mathematics, May-2013|
|Appears in Collections:||Distance Learning|
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