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Fulltext Anticoagulation with Warfarin: Roles of Adherence, Social Support and Illness Perception

Mohamed Koya SNMV

Innov Pharm, 2019;10(4).
PMID: 34007579 DOI: 10.24926/iip.v10i4.1966

OBJECTIVES: This study was aimed to determine (1) the associations between adherence to warfarin, social support, perception of illness, and demographic factors on the quality of international normalized ratios (INRs); as well as (2) the relationship between the patients' scores in the Malaysian medication adherence scale (MALMAS) and their current INRs.
METHOD: This cross-sectional survey was conducted from November 2017 to January 2018 at the warfarin clinic of Jerantut Hospital, Malaysia.
RESULTS: Some 58 participants were recruited, of whom 70.7% were diagnosed with atrial fibrillation (AF). Overall, 87.9% of the participants claimed adherence to their warfarin regimens. Patients with good-quality INR therapy were significantly older, had a higher median income and longer appointment durations. In terms of illness perception (IP), participants with good-quality INR therapyhad significantly lower scores in the identity, personal control, and consequence domains. Overall, the total scores for IP were significantly lower in the good-quality INR therapy. Meanwhile, the MALMAS scores were significantly lower in patients with sub-therapeutic current INR. However, there were no associations between warfarin adherence and perceived social support with current TTR.
CONCLUSION: Monitoring of demographic factors and IP's domains is vital since they were associated with quality of INR therapy. Meanwhile, the occurrence of sub-therapeutic current INR should raise suspicion of poor adherence in these patients. Overall, IP and MALMAS are useful tools that should be integrated into the patient care protocols.
Fulltext Residual effects of TMOF-Bti formulations against 1(st) instar Aedes aegypti Linnaeus larvae outside laboratory

Saiful AN, Lau MS, Sulaiman S, Hidayatulfathi O

Asian Pac J Trop Biomed, 2012 Apr;2(4):315-9.
PMID: 23569922 DOI: 10.1016/S2221-1691(12)60031-8

To evaluate the effectiveness and residual effects of trypsin modulating oostatic factor-Bacillus thuringiensis israeliensis (TMOF-Bti) formulations against Aedes aegypti (Ae. aegypti) (L.) larvae at UKM Campus Kuala Lumpur.
Fulltext Proptosis presenting as a delayed sign of frontal extradural haematoma

Saiful MN, Azmi A, Saffari MH

Med J Malaysia, 2007 Jun;62(2):156-7.
PMID: 18705451 MyJurnal

We report a case of a young man who presented with proptosis as a delayed manifestation of a frontal extradural haematoma (EDH) following a minor head injury. A computed tomography (CT) of the brain done 72 hours after trauma revealed a large extradural haematoma in the right anterior cranial fossa with orbital roof fracture and subperiosteal clot extension into the orbital cavity. Right frontal craniotomy with evacuation of haematoma was done and the proptosis completely resolved after surgery. The clinical course, possible mechanism and management of the patient are discussed.
Fulltext Facile Approaches of Polymeric Face Masks Reuse and Reinforcements for Micro-Aerosol Droplets and Viruses Filtration: A Review

Wibisono Y, Fadila CR, Saiful S, Bilad MR

Polymers (Basel), 2020 Oct 28;12(11).
PMID: 33126730 DOI: 10.3390/polym12112516

Since the widespread of severe acute respiratory syndrome of coronavirus 2 (SARS-CoV-2) disease, the utilization of face masks has become omnipresent all over the world. Face masks are believed to contribute to an adequate protection against respiratory infections spread through micro-droplets among the infected person to non-infected others. However, due to the very high demands of face masks, especially the N95-type mask typically worn by medical workers, the public faces a shortage of face masks. Many papers have been published recently that focus on developing new and facile techniques to reuse and reinforce commercially available face masks. For instance, the N95 mask uses a polymer-based (membrane) filter inside, and the filter membrane can be replaced if needed. Another polymer sputtering technique by using a simple cotton candy machine could provide a cheap and robust solution for face mask fabrication. This review discuss the novel approaches of face mask reuse and reinforcement specifically by using membrane-based technology. Tuning the polymeric properties of face masks to enhance filterability and virus inactivity is crucial for future investigation.
Assessing diet of the rufous-winged philentoma (philentoma pyrhoptera) in lowland tropical forest using next-generation sequencing

Mohammad Saiful Mansor, Shukor Md. Nor, Rosli Ramli

Sains Malaysiana, 2018;47:1045-1050.

Dietary study provides understanding in predator-prey relationships, yet diet of tropical forest birds is poorly understood.
In this study, a non-invasive method, next-generation sequencing (Illumina MiSeq platform) was used to identify prey in
the faecal samples of the Rufous-winged Philentoma (Philentoma pyrhoptera). Dietary samples were collected in lowland
tropical forest of central Peninsular Malaysia. A general invertebrate primer pair was used for the first time to assess
diet of tropical birds. The USEARCH was used to cluster the COI mtDNA sequences into Operational Taxonomic Unit (OTU).
OTU sequences were aligned and queried through the GenBank or Biodiversity of Life Database (BOLD). We identified
26 distinct arthropod taxa from 31 OTUs. Of all OTUs, there was three that could be identified up to species level, 20 to
genus level, three to family level and five could not assigned to any taxa (the BLAST hits were poor). All sequences were
identified to class Insecta belonging to 18 families from four orders, where Lepidoptera representing major insect order
consumed by study bird species. This non-invasive molecular approach provides a practical and rapid technique to
understand of how energy flows across ecosystems. This technique could be very useful to screen for possible particular
pest insects consumed by insectivores (e.g. birds and bats) in crop plantation. A comprehensive arthropod studies and
local reference sequences need to be added to the database to improve the proportion of sequences that can be identified.
Fulltext Aedestech mosquito home system prevents the hatch of Aedes mosquito eggs and reduces its population

Latifah Saiful Yazan, Paskaran, Kaveinesh, Gopalsamy, Banulata, Roslaini Abd Majid

Pertanika Journal of Science & Technology, 2020;28(1):263-278.
MyJurnal

Dengue fever (DF) is a global health problem and considered to be endemic in Malaysia. Conventional mosquito traps currently applied as vector control do not effectively reduce Aedes mosquito population. AedesTech Mosquito Home System (AMHS) is an autocidal ovitraps for Aedes mosquitoes that uses the ‘lure and kill’ concept and is expected to be able to reduce Aedes mosquito population. The effectiveness of AMHS in reducing Aedes mosquito population was investigated in Block A, B and D (control) of the 17th College, Universiti Putra Malaysia (UPM). For the first two weeks (pre-intervention), the conventional ovitraps were used to obtain the initial abundance of mosquito population in Block A, B and D. Subsequently, AMHS was used for the next three months and again followed by the conventional ovitrap for the final two weeks (post-intervention). Ovitrap Index, Hatching Index and percentage of emergence of adult mosquitoes were calculated once every two weeks. Data were analysed using Paired Sample T-test. Values were considered significant at p≤0.05. The Ovitrap Index that indicates the mosquito population at Block A and B was significantly higher (p≤0.05) than of Block D. Hatching Index of AMHS was significantly lower (p≤0.05) then conventional ovitraps. All mosquito eggs collected in AMHS did not develop into adult mosquitoes. There was a significant reduction (p≤0.05) in the mosquito population between the pre- and post-intervention. In conclusion, AMHS was effective in reducing the mosquito population in 17th College, UPM. Therefore, it is believed to be a very promising vector management option to control the incidence of DF.
Fulltext Anti-microbial, anti-cancer and immunomodulatory properties of proteinaceous postbiotic metabolite produced by Lactobacillus plantarum I-UL4

Noraina Muhamad Zakuan, Foo Hooi Ling, Latifah Saiful Yazan

Malaysian Journal of Medicine and Health Sciences, 2019;15(202):81-84.
MyJurnal

Bacteria and their metabolites are shown to be a potential therapeutic agent for cancer treatment. Much attention has been directed to Lactic acid bacteria (LAB) which exhibits several killing mechanisms via invasion and coloni- zation of solid tumors. Discovery of the characteristics of postbiotic metabolites that exert the same probiotic effects has attracted immense attention towards anti-cancer effect. It is known that LAB improves health and composition of microbiota in the gut. Supplementation of LAB is proven to enhance the host immunity and modulation of the immune system to fight diseases including cancers. Lactobacillus plantarum I-UL4 is the LAB species isolated from Malaysian fermented food, Tapai Ubi which capable of producing bioactive metabolic products. In this review, the properties of UL4-PPM will be discussed including anti-microbial, anti-cancer and immunomodulatory effects. Overall, it would be beneficial to discover the potential effects of UL4-PPM to possibly serve as an alternative treat- ment for cancer.
Fulltext Stress, stressors and coping strategies among house officers in a Malaysian hospital

Muhamad Saiful Bahri Yusoff, Tan, Ying Jie, Ab Rahman Esa

ASEAN Journal of Psychiatry, 2011;12(1):0-0.
MyJurnal

Objective: Medical housemanship training has always been regarded as a highly stressful environment to doctors. This article described findings on stress, stressors and coping strategies among house officers in a Malaysian hospital. Methods: A cross-sectional study was conducted on house officers in a Malaysian hospital. The 12 items General Health Questionnaire (GHQ-12), General Stressors Questionnaire (GSQ) and Brief COPE inventory were administered to measure perceived stress, sources of stress and coping strategies among house officers respectively. Data was analysed using SPSS version 12. Results: Forty two house officers participated in this study. This study found that approximately 31% of the house officers were in distress. The top five stressors were fears of making mistakes that can lead to serious consequences, work overload, working with uncooperative colleagues, doing
work that mentally straining and feeling of being underpaid. The most frequent coping strategies used by house officers were religion, acceptance and self-distraction. Conclusion: This study found that there was a high percentage of distressed house officers. It also found that major stressors were related to performance pressure. The main coping strategy used by house officer was emotion-focused coping.
The dynamic value creation of profit-loss sharing arrangement in Islamic banking industry

Ruhaini Muda, Abdul Ghafar Ismail, Shahida Shahimi, Saiful Hafizah Jamaan

CREAM : Current Research in Malaysia (Penyelidikan Terkini di Malaysia), 2013;2(1):25-64.
MyJurnal

The adoption of Profit-Loss Sharing arrangement in Islamic banking models can create value for their shareholders. Previous studies discuss Profit-Loss Sharing arrangement in the context of financial intermediation theory, but fail to link the adoption of Profit-Loss Sharing arrangement with value creation and to produce empirical evidence. The aim of this study is to address optimal conditions of the Profit-Loss Sharing contracts in Islamic banking models to minimize the problems of asymmetric information and transaction costs. Three propositions are presented to achieve the optimal conditions of Profit-Loss Sharing contracts in Islamic banking models that can create positive values, given that: First, for mudharaba contract, Islamic banks as rabbul maal give incentives of (0* (RP') to entrepreneurs if the positive value of the Islamic bank's expected net profit is obtained. Next, if an Islamic bank, as mudharib is appointed as wakeel, the depositors of mudharaba investment account are imposed 6*(m) for cost of processing information. Third, for musyaraka contract, the Islamic bank is proposed to incur monitoring cost of c* (y). In addition, this study also produces empirical evidence to determine to what extent the adoption of Profit-Loss Sharing arrangement in Islamic banks creates value for their shareholders. This study utilizes the Malaysian Islamic banks panel data from 2005-2009 and employs Economic Value Added (EVA) as a technique of value creation measurement of Islamic banks. The empirical findings reveal that there is no indication that the adoption of Profit-Loss Sharing arrangement on the deposits structure (MDIA) significantly creates positive value to Islamic banks. This result is consistent for both measurement of value creation against shorter and longer terms opportunity costs of capital employed. This suggests that Islamic banks utilize a lower cost of capital, as Non-mudharaba deposits accounts constitute a large amount of current and saving accounts. On the other hand, for asset structure, this study finds that funds allocated in Financing (FPLS) based on Profit-Loss Sharing arrangement results in a reduction in the value of Islamic banks. However, funds allocated in Securities Investment (FIM) using Profit-Loss Sharing arrangement are significant and create positive value. Collectively, the findings reveal that theoretically, Profit-Loss Sharing arrangement can create value for the shareholders of Islamic banks, and it is evident that Islamic banks need to extensively utilize Profit-Loss Sharing arrangement in Islamic banking operation.
Fulltext Primary mediastinal myxoid liposarcoma

Suzana, A.H., Hasyma, A.H., Suraini, M.S., Saiful Nizam, A.R.

Malaysian Journal of Medicine and Health Sciences, 2013;9(2):77-80.
MyJurnal

In this study, we report an extremely rare case of liposarcoma which arises primarily in mediastinum. The patient appeared to have progressive dyspnoea and prolonged cough for a duration of one year. Chest radiograph and Computed Tomography (CT) of the thorax revealed a large right mediastinal mass with fatty component. It was confirmed to be primary liposarcoma on histopathological examination.
Fulltext Impact of medical student well-being workshop on the medical students’ stress level: a preliminary study

Ahmad Fuad Abdul Rahim, Muhamad Saiful Bahri Yusoff

ASEAN Journal of Psychiatry, 2010;11(1):56-63.
MyJurnal

Objective: Medical training has always been regarded as a highly stressful environment to students. This article described a preliminary data on impact of a stress-management programme on medical students’ stress level. Methods: This is a quasi-experimental before after comparison study design. The programme was run over half-day and convenient sampling method was applied. Sample size as calculated for this preliminary study was 38. The 12 items General Health Questionnaire (GHQ-12) was administered prior to the
programme and four months later. Data was analysed using SPSS version 12. Results: 34 participants were involved in this study. This study found that there was a significant difference in participants’ GHQ-12 scores before and after the programme (p
Fulltext Prevalence and sources of stress among postgraduate medical trainees: initial findings

Ahmad Fuad Abdul Rahim, Muhamad Saiful Bahri Yusoff

ASEAN Journal of Psychiatry, 2010;11(2):180-0.
MyJurnal

Objective: Postgraduate medical training has always been regarded as a highly stressful environment to students. This article described an initial finding on prevalence and sources of stress among postgraduate students. Method: This is a cross-sectional study conducted on postgraduate students in the School of Medical Sciences, Universiti Sains Malaysia. Sample size as calculated for this preliminary study was 38 and convenient sampling method was applied. The 12 items General Health Questionnaire (GHQ-12) and Postgraduate Stressors Questionnaire (PSQ) were administered during a workshop involving postgraduate students. Data was analysed using SPSS version 12. Results: Thirty three participants participated in this study. This study found that the prevalence of distressed postgraduate students was 36.4%. The top ten stressors were tests and examinations, large amount of content to be learnt, time pressure to meet deadlines, doing work beyond
ability, work overload, unfair assessment by superior, fears of making mistakes that can lead to serious consequences, doing work that mentally straining, work demands affect my personal and home life, and lack of time to review what have been learnt. Conclusion: This study found that there was a high prevalence of distressed postgraduate students. It also found that the major stressors were related to academic and performance pressure.
Fulltext Discriminant and convergent validity of measurement tools in postgraduate medical education of a surgical-based discipline: towards assessment program

Shahid Hassan, Mohamad Najib Mat Pa, Muhamad Saiful Bahri Yusoff

Education in Medicine Journal, 2012;4(1):22-42.
MyJurnal

Background: Summative assessment in postgraduate examination globally employs multiple measures. A standard-setting method decides on pass or fail based on an arbitrarily defined cut-off point on a test score, which is often content expert’s subjective judgment. Contrary to this a standard-setting strategy primarily practices two approaches, a compensatory approach, which decides on overall performance as a sum of all the test scores and a conjunctive approach that requires passing performance for each instrument. However, the challenge using multiple measures is not due to number of measurement tools but due to logic by which the measures are combined to draw inferences on pass or fail in summative assessment. Conjoint University Board of Examination of Masters’ of Otolaryngology and Head-Neck Surgery (ORL-HNS) in Malaysia also uses multiple measures to reach a passing or failing decision in summative assessment. However, the standard setting strategy of assessment is loosely and variably applied to make ultimate decision on pass or fail. To collect the evidences, the summative assessment program of Masters’ of ORL-HNS in School of Medical Sciences at Universiti Sains Malaysia was analyzed for validity to evaluate the appropriateness of decisions in postgraduate medical education in Malaysia. Methodology: A retrospective study was undertaken to evaluate the validity of the conjoint summative assessment results of part II examination of USM candidates during May 2000-May 2011. The Pearson correlation and multiple linear regression tests were used to determine the discriminant and convergent validity of assessment tools. Pearson’s correlation coefficient analyzed the association between assessment tools and the multiple linear regression compared the dominant roles of factor variables in predicting outcomes. Based on outcome of the study, reforms for standard-setting strategy are also recommended towards programming the assessment in a surgical-based discipline. Results: The correlation coefficients of MCQ and essay questions were found not significant (0.16). Long and short cases were shown to have good correlations (0.53). Oral test stood as a component to show fair correlation with written (0.39-0.42) as well as clinical component (0.50-0.66). The predictive values in written tests suggested MCQ predicted by oral (B=0.34, P
Fulltext Isolation and characterization of pulp from sugarcane bagasse and rice straw

Saiful Azhar, S., Suhardy, D., Kasim, F.H., Nazry Saleh, M.

Journal of Nuclear and Related Technologies, 2007;2007(1):109-114.
MyJurnal

The amount of sugarcane bagasse and rice straw in the state of Perlis (Malaysia) is abundant while its utilization is still limited. One of the alternatives for the bagasse and straw utilization is as pulp raw material. This paper reviews on pulp from sugarcane bagasse and rice straw and its suitability for paper production. In this study, the pulp was extracted by the Soxhlet extraction method. The objective of this study was to investigate the cellulose, lignin and silica content of the pulp from sugarcane bagasse and rice straw. For rice straw, the presence of large amount of pentosanes in the pulp and black liquors, which also contain silica were decreased the using of straw in the paper industry. Therefore, formic acid pulping and NaOH treatment are studied to reduce or prevent silica. The isolated pulp samples were further characterized by Scanning Electron Microscope (SEM) to investigate their fiber dimensions.
Fulltext Validity evidence of a multiple mini interview for selection of medical students: Universiti Sains Malaysia experience

Ahmad Fuad Abdul Rahim, Muhamad Saiful Bahri Yusof

Education in Medicine Journal, 2016;8(2):49-63.
MyJurnal

Introduction: Student selection is important for selecting the best candidates into medical courses.
The Multiple Mini Interview (MMI) is a valid selection tool for the task. The School of Medical
Sciences (SMS), Universiti Sains Malaysia (USM) has employed MMI as a medical admission
tool to select potential candidates into its medical program. Objective: This paper described the
implementation of the MMI and reported the preliminary evaluation data on its validity evidence.
Method: A 9-station MMI (with 5 manned and 4 rest stations) was employed for the 2015 student
selection exercise. Interview data were analysed and questionnaire surveys were administered to both
interviewers and candidates. Validity, reliability, feasibility and acceptability were determined. Results:
Unidimensional construct on confirmatory factor analysis (CFA) and interviewer comments provided
evidence of construct validity. Overall reliability was 0.94, good enough for high-stakes decisions.
Interviewers and candidates’ comments on feasibility and acceptability were also generally positive.
The consistency of the difficulty and discrimination indices of similar stations between sessions was
identified as among the areas for improvement. Conclusions: We are cautiously optimistic regarding
the utility of the MMI in the SMS; future improvements are planned but the present implementation
seems sufficient for the stated purposes
Fulltext Introduction to robotics agriculture in pest control: a review

Hassan, Ahmed, Abdul Shukor Juraimi, Muhammad Saiful Ahmad Hamdani

The Pertanika Journal of Scholarly Research Reviews, 2016;2(2):80-93.
MyJurnal

Agriculture is one of the latest industries that uses robotic technologies. Cultivation of crops
with high yield and quality can be enhanced when technological sustenance is involved. Pests are
nuisance and cannot be completely eliminated, but with effective control and management. damages
caused by pests could be minimized below economic threshold. Automation in agriculture is stable and
accurate and is mainly incorporated in mechanized farming system. However its numerous application in
different agricultural practices is not well noticed. Hence this paper attempts to provide profound
awareness on robotic technology in agriculture. Robots could have a specific or multiple functions and,
most commonly, they are made up of five basic components; sensors, effectors, actuators, controller and
arms. Use of automation in weeding, weed mapping, micro spraying, seeding, irrigation and harvesting
are progressions which promote sustainable agriculture and food security. In future, solar robots with
battery inverter may be invented.
Fulltext Confirmatory factor analysis (CFA) of USM Emotional Quotient Inventory (USMEQ-i) among medical degree program applicants in Universiti Sains Malaysia (USM)

Wan Nor Arifin, Muhamad Saiful Bahri Yusoff, Nyi Nyi Naing

Education in Medicine Journal, 2012;4(2):26-44.
MyJurnal

Introduction: Emotional intelligence (EI) is deemed an important aspect of being good medical doctors. Universiti Sains Malaysia (USM) Emotional Quotient Inventory (USMEQ-i) is an EI inventory in Malay language developed primarily as medical student selection tool in USM. Although it was already validated by exploratory factor analysis (EFA), EFA is considered insufficient evidence of construct validity, thus confirmatory factor analysis (CFA) was conducted. Objectives: To determine measurement model validity and construct validity of USMEQ-i among medical degree program applicants in USM by CFA. Methods: USMEQ-i data file for medical degree program applicants in USM for year 2010/2011 and 2011/2012 academic sessions were obtained from Medical Education Department in USM. A random sample of 512 cases was drawn from the data file. Of the sample, only 453 cases were valid study sample after preliminary data screening and assumption checking. CFA was conducted on the sample using maximum likelihood (ML) estimation with bootstrapping technique due to violation of multivariate normality assumption. USMEQ-i measurement model was proposed as a second-order EI factor with seven first-order factors of EI and a Faking Index (FI) factor, with correlation between second-order EI factor and FI factor. Results: The proposed model could not be fit into the study sample data. EI factors and FI factor had to be analyzed separately due to non-positive definite problem. After modifications to the model, CFA of EI factors were suggestive of two-factor model instead of the proposed seven-factor model. Consciousness, Maturity and Control (CoMaCt). CFA of FI factor maintained one-factor model and also valid in term of construct. Conclusion: The modified USMEQ-i, which consisted of separate EI and FI models, was proven to have valid measurement models and reliable constructs. It is considered to be suitable for use among applicants to medical degree program in USM. However, its use as medical student selection tool may require further research, especially how predictive USMEQ-i scores with real performance of medical students, generalizability of the inventory and its stability over time.
Fulltext The discrepancy-agreement grade (DAG): a novel grading system to provide feedback on rater judgments

Muhamad Saiful Bahri Yusoff, Ahmad Fuad Abdul Rahim

Education in Medicine Journal, 2012;4(2):100-104.
MyJurnal

Introduction: Ratings are known to have a generosity error, provide limited discrimination and distorted interpretation, and often fail to document serious deficits. A potential source of these problems is rater judgement. These problems compromise the capability of raters to maintain the standards of rating. The authors propose a simple grading system to improve this situation including providing feedback to raters. Method: The authors developed a grading system named the Discrepancy-Agreement Grade (DAG) to provide feedback on rater judgments. Dependent-t and intraclass correlation tests were applied to determine discrepancy and agreement levels of raters. Rater judgments were then classified into grades A, B, C or D. This grading system was tested in an examination and a student selection interview to assess rating judgments of examiners and interviewers. The purpose was to evaluate the practicability of the grading system to provide feedback on examiners’ and interviewers’ rating judgements. Results: in the examination, five short essays were rated by five pairs of senior lecturers. Out of 5 pairs, 2 (40%) obtained grade A and 3 (60%) obtained grade B. In the student selection interview, a total of 48 pairs of interviewers interviewed ten applicants. Out of 48 pairs, 20 (41.7%) obtained grade A, 1 (2.1%) obtained grade B, 23 (47.9%) obtained grade C and 4 (8.3%) obtained grade D. Conclusion: The grading system showed variability of rater judgments on medical students’ and applicants’ performance in an examination and interview session respectively. It provided feedback on the examiners’ and interviewers’ judgments on candidate performances. This exercise demonstrated practicability of the grading system to provide feedback on rater judgements.
Fulltext Colour discrimination ability under Fluorescent and Light Emitting Diode

Ai-Hong Chen, Fazrin Mazlan, Saiful-Azlan Rosli

Pertanika Journal of Science & Technology, 2017;25(108):151-162.
MyJurnal

This article aims to quantify the colour discrimination ability by using Total error scores (TES) to categorise colour discrimination level into superior, average or inferior levels under three different types of light sources, with different spectral power distribution. Colour discrimination was investigated using Farnsworth-Munsell 100 hues and compared upon three light sources: compact fluorescent light (CFL), fluorescent light (FL) and light emitting diode (LED). Total error score calculated and pattern of colour caps misplacement plotted used the web-based scoring method (http://www.torok.info/colorvision/fm100. htm). Total error score (TES) for three types of light sources (TES for LED 58.00 ± 18.67, FL 80.00 ± 19.27 and CFL 127.25 ± 28.02) were significantly different [One-way ANOVA (F=9.98, P
Risk measures and portfolio construction in different economic scenarios

Saiful Hafizah Jaaman, Weng HL, Zaidi Isa

Sains Malaysiana, 2013;42:875-880.

This paper compared the composition and performance of portfolios constructed by employing different risk measures utilizing the Malaysian share market data in three diverse economic scenarios. The risk measures considered were the mean-variance (MV) and their alternatives; the semi-variance (SV), mean absolute deviation (MAD) and conditional value at risk (CVAR). The data were divided into three sub-periods representing the growth period in the economy, financial crisis and the recovery period. The results of this study showed different optimal portfolios’ performances and compositions for the three economic periods. Nevertheless, among the risk models tested, CVAR(0.99) model gave the highest portfolio skewness. High skewness means that the probability of getting large negative returns is decreased. As a conclusion, for the Malaysian stock market, the CVAR(0.99) model is the most appropriate portfolio optimization model for downside risk aversion investors in all three economic scenarios.

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