Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore

Efforts to spread investment risk often take after the form of diversification. As one increases the number of securities in a portfolio, the portfolio’s risk is reduced. A plot of the portfolio risk against portfolio size, in general, should show a downward sloping and eventually flattening curve....

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Bibliographic Details
Main Author:	Au Yong, Lay Hiong.
Other Authors:	Kwok, Branson Chi Hing
Format:	Theses and Dissertations
Language:	English
Published:	2008
Subjects:	DRNTU::Business::Finance::Portfolio management
Online Access:	http://hdl.handle.net/10356/7400
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Institution:	Nanyang Technological University
Language:	English

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spelling	sg-ntu-dr.10356-74002024-01-12T10:20:32Z Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore Au Yong, Lay Hiong. Kwok, Branson Chi Hing Nanyang Business School DRNTU::Business::Finance::Portfolio management Efforts to spread investment risk often take after the form of diversification. As one increases the number of securities in a portfolio, the portfolio’s risk is reduced. A plot of the portfolio risk against portfolio size, in general, should show a downward sloping and eventually flattening curve. The issue of this study is the determination of the point at which th ecurve becomes flat, that is the number of securities needed to create a reasonably well-diversified portfolio. Master of Business Administration (Accountancy) 2008-09-18T07:45:02Z 2008-09-18T07:45:02Z 1997 1997 Thesis http://hdl.handle.net/10356/7400 en Nanyang Technological University 85 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Portfolio management
spellingShingle	DRNTU::Business::Finance::Portfolio management Au Yong, Lay Hiong. Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore
description	Efforts to spread investment risk often take after the form of diversification. As one increases the number of securities in a portfolio, the portfolio’s risk is reduced. A plot of the portfolio risk against portfolio size, in general, should show a downward sloping and eventually flattening curve. The issue of this study is the determination of the point at which th ecurve becomes flat, that is the number of securities needed to create a reasonably well-diversified portfolio.
author2	Kwok, Branson Chi Hing
author_facet	Kwok, Branson Chi Hing Au Yong, Lay Hiong.
format	Theses and Dissertations
author	Au Yong, Lay Hiong.
author_sort	Au Yong, Lay Hiong.
title	Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore
title_short	Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore
title_full	Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore
title_fullStr	Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore
title_full_unstemmed	Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore
title_sort	diversification and portfolio risk reduction - an empirical study on the stock exchange of singapore
publishDate	2008
url	http://hdl.handle.net/10356/7400
_version_	1789483062766075904

Diversification and portfolio risk reduction - an empirical study on the Stock Exchange of Singapore

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