Optimal portfolio size for portfolio diversification : an empirical study on Singapore Stock Exchange.
Our study investigates the optimal number of securities one should hold in a portfolio, consisting of the securities listed on the Singapore Stock Exchange (SGX), for different investment horizons under a set of assumptions. Using the monthly returns of 50 securities listed on the main board...
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Main Authors: | Chong, Wai Lam., Tan, Wan Yit., Tee, Ching Ching. |
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Other Authors: | Leon Chuen Hwa |
Format: | Final Year Project |
Language: | English |
Published: |
2011
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/44008 |
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Institution: | Nanyang Technological University |
Language: | English |
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