Comparisons of investment fund allocation - Capacitated vehicle routing problem results: Investment fund allocation for different time units

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

One of the main objectives of investment is to minimize the total risks of investment. Capacitated Vehicle Routing Problem - Investment Fund Allocation Problem (CVRP-IFAP) can be used to achieve this objective. At the same time, it is able to determine the routes or sequences of investment plan for a type of investors who has already have pre-determined investment assets. Furthermore, this method determines the number of sources of funds for an investor to have in order to invest in all the pre-determined assets. Another issue in investment is the duration of time for an investor to hold or keep an asset before selling it back. Therefore, this study compares the output of CVRP-IFAP for five Asian emerging markets, using daily, weekly and monthly returns. Results illustrate whether the duration of time to hold an asset is an important element in investment.

Original languageEnglish
Title of host publicationProceeding of the 25th National Symposium on Mathematical Sciences, SKSM 2017
Subtitle of host publicationMathematical Sciences as the Core of Intellectual Excellence
PublisherAmerican Institute of Physics Inc.
Volume1974
ISBN (Electronic)9780735416819
DOIs
Publication statusPublished - 28 Jun 2018
Event25th National Symposium on Mathematical Sciences: Mathematical Sciences as the Core of Intellectual Excellence, SKSM 2017 - Kuantan, Pahang, Malaysia
Duration: 27 Aug 201729 Aug 2017

Other

Other25th National Symposium on Mathematical Sciences: Mathematical Sciences as the Core of Intellectual Excellence, SKSM 2017
CountryMalaysia
CityKuantan, Pahang
Period27/8/1729/8/17

Fingerprint

vehicles
emerging
routes
output

Keywords

  • Asian emerging markets
  • Capacitated vehicle routing problem
  • Investment fund allocations

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Mamat, N. J. Z., Jaaman @ Sharman, S. H., & Ahmad, R. . R. (2018). Comparisons of investment fund allocation - Capacitated vehicle routing problem results: Investment fund allocation for different time units. In Proceeding of the 25th National Symposium on Mathematical Sciences, SKSM 2017: Mathematical Sciences as the Core of Intellectual Excellence (Vol. 1974). [020059] American Institute of Physics Inc.. https://doi.org/10.1063/1.5041590

Comparisons of investment fund allocation - Capacitated vehicle routing problem results : Investment fund allocation for different time units. / Mamat, Nur Jumaadzan Zaleha; Jaaman @ Sharman, Saiful Hafizah; Ahmad, Rokiah @ Rozita.

Proceeding of the 25th National Symposium on Mathematical Sciences, SKSM 2017: Mathematical Sciences as the Core of Intellectual Excellence. Vol. 1974 American Institute of Physics Inc., 2018. 020059.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Mamat, NJZ, Jaaman @ Sharman, SH & Ahmad, RR 2018, Comparisons of investment fund allocation - Capacitated vehicle routing problem results: Investment fund allocation for different time units. in Proceeding of the 25th National Symposium on Mathematical Sciences, SKSM 2017: Mathematical Sciences as the Core of Intellectual Excellence. vol. 1974, 020059, American Institute of Physics Inc., 25th National Symposium on Mathematical Sciences: Mathematical Sciences as the Core of Intellectual Excellence, SKSM 2017, Kuantan, Pahang, Malaysia, 27/8/17. https://doi.org/10.1063/1.5041590
Mamat NJZ, Jaaman @ Sharman SH, Ahmad RR. Comparisons of investment fund allocation - Capacitated vehicle routing problem results: Investment fund allocation for different time units. In Proceeding of the 25th National Symposium on Mathematical Sciences, SKSM 2017: Mathematical Sciences as the Core of Intellectual Excellence. Vol. 1974. American Institute of Physics Inc. 2018. 020059 https://doi.org/10.1063/1.5041590
Mamat, Nur Jumaadzan Zaleha ; Jaaman @ Sharman, Saiful Hafizah ; Ahmad, Rokiah @ Rozita. / Comparisons of investment fund allocation - Capacitated vehicle routing problem results : Investment fund allocation for different time units. Proceeding of the 25th National Symposium on Mathematical Sciences, SKSM 2017: Mathematical Sciences as the Core of Intellectual Excellence. Vol. 1974 American Institute of Physics Inc., 2018.
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