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...
Saved in:
Main Authors: | , , |
---|---|
Other Authors: | |
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!