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...

Full description

Saved in:
Bibliographic Details
Main Authors: Chong, Wai Lam., Tan, Wan Yit., Tee, Ching Ching.
Other Authors: Leon Chuen Hwa
Format: Final Year Project
Language:English
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/10356/44008
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English
Be the first to leave a comment!
You must be logged in first