An empirical study on the relationship of market and residual risk of securities in the Philippines

• Main Authors: Claudio, Ivan Louie, Cruz, Angelo, Liwag, Fernando, Sales, Lorenzo Jose
• Format: text
• Language: English
• Published: Animo Repository 2017
• Subjects: Investments > Philippines; Financial institutions > Investments > Philippines
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/8042
• Institution: De La Salle University

The main objective of this paper is to test the relationship between market risk (systematic risk) and residual risk (unsystematic risk) of individual securities and to construct an optimized portfolio using the single index model. It also shows how risk is managed to create an optimal portfolio, wh...