Effects of size and allocation method on stock portfolio performance: a simulation study
This paper examines the performance of portfolios of stocks listed in the Malaysian exchange through a simulation study. The effects of different portfolio sizes and fund allocation methods on return per unit of risk, or risk reward, were analyzed. Risk rewards increase with the inclusion of a large...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/12802/1/rp104_ICIFE2011-N10005.pdf |