Optimal portfolio size for portfolio diversification : an empirical study on Singapore Stock Exchange.

• 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: DRNTU::Business::Finance::Portfolio management
• Online Access: http://hdl.handle.net/10356/44008
• Institution: Nanyang Technological University

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...