How Many Securities Make A Diversified Portfolio In Klse Stocks?

• المؤلفون الرئيسيون: G.S. Gupta, G.S. Gupta, Ch’ng , Huck Khoon, Shahnon, Suhaimi
• التنسيق: مقال
• اللغة: English
• منشور في: Asian Academy of Management (AAM) 2001
• الموضوعات: HD28-70 Management. Industrial Management
• الوصول للمادة أونلاين: http://eprints.usm.my/35471/1/6-1-5.pdf; http://eprints.usm.my/35471/; http://web.usm.my/aamj/6.1.2001/6-1-5.pdf

The paper examines the relationship between the portfolio risk and the number of stocks in a portfolio for a given portfolio return across portfolios of the Malaysian stocks during the period September 1988 through June 1997 to determine the optimum size for a portfolio of stocks. A sample of 213...