The Impact of Diversification on the Portfolio Performance: Risk and Return
| المصدر: | المجلة العالمية لإدارة الأعمال والتكنولوجيات |
|---|---|
| الناشر: | جامعة صفاقس - كلية العلوم الاقتصادية والتصرف |
| المؤلف الرئيسي: | Alotaik, Wejdan (Author) |
| المجلد/العدد: | مج18, ع2 |
| محكمة: | نعم |
| الدولة: |
تونس |
| التاريخ الميلادي: |
2023
|
| الصفحات: | 84 - 107 |
| ISSN: |
1737-619X |
| رقم MD: | 1430083 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Portfolio Performance | Portfolio Diversification | Investment Returns and Risks
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| المستخلص: |
The major objective of this research is to examine the effect of diversification on portfolio risk and return in Saudi Stock Exchange (SSE). More specifically, the study objectives are to investigate the relationship between portfolio standard deviation and rate of return and to determine the optimal number of investments to get a well diversified and efficient portfolio. The methodology that is used in this study is the OLS estimating for seven regression models of seven portfolios that are randomly created, ANOVA analysis, and the correlation analysis between the variables of these models. This investigation tests the main hypothesis of this research that says that there is a statistically significant positive impact of diversification on the portfolio return and risk. The sample of the study consists of 40 companies listed in Saudi Stock Exchange (SSE) over the period (2012-2016). The results confirm the positive influence from diversification to the portfolio's returns and risks and the positive relationship between the return and variance of a portfolio is also proved. |
|---|---|
| ISSN: |
1737-619X |
عناصر مشابهة
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Reducing the Risks of the Investment Portfolio and Maximizing its Return Using the Genetic Algorithm: A Study of a Sample of Companies Listed in the Iraq Stock Exchange
بواسطة: Al-Hasnawi, Salim Salal Rahi منشور: (2022) -
INTERNATIONAL PORTFOLIO DIVERSIFICATION: HEDGING WITH FORWARD AND FUTURES CONTRACTS AND DOMESTIC VERSUS FOREIGN PERSPECTIVES
بواسطة: Abanomey, Walid S. منشور: (1997)
