THE EFFECT OF COVARIANCE AND CORRELATION AMONG SECURITIES IN A PORTFOLIO AND PORTFOLIO RISK REDUCTION
The risk of a portfolio can be minimized by increasing the number of securities held in the portfolio. Some studies concluded that risk, as measured by the standard deviation of return and the number of securities held in a portfolio are inversely proportional. However, there are some limitations...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/46199 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |