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

• المؤلفون الرئيسيون: Chong, Wai Lam., Tan, Wan Yit., Tee, Ching Ching.
• مؤلفون آخرون: Leon Chuen Hwa
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2011
• الموضوعات: DRNTU::Business::Finance::Portfolio management
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/44008
• المؤسسة: 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...