Effects of size and allocation method on stock portfolio performance: a simulation study

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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Ng, K.Y., Goh, K.L.
स्वरूप:	Conference or Workshop Item
भाषा:	English
प्रकाशित:	2011
विषय:	HG Finance
ऑनलाइन पहुंच:	http://eprints.um.edu.my/12802/1/rp104_ICIFE2011-N10005.pdf

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