Matches in SemOpenAlex for { <https://semopenalex.org/work/W3136341622> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3136341622 abstract "The Modern portfolio theory is considered to be one of the most significant approaches for portfolio management. The theory suggests using diversity for optimal investment opportunities and to minimize specific risk. Portfolio diversification reduces the impact of market fluctuations, improves the risk-adjusted returns and provides stability. On the contrary, too much diversification can lead to difficulties in keeping track of the stocks, unwanted tax complications and reduced gains during sudden spikes. Due to these factors, it is necessary to quantify the impact of diversification on portfolios. This paper is aimed at identifying and quantifying the impact of diversity on portfolios. For conducting this research, 2 portfolios have been developed with varying degrees of diversification. Performance indicators such as Beta, Jensen’s Alpha, Sharpe ratio, Sortino ratio, annualized returns, Value at Risk and Conditional Value at risk have been used in this research. The findings of this analysis show that in all aspects, the diversified portfolio outperforms the other. The diversified portfolio provides better returns per unit risk, higher overall returns, considerably lower risk in terms of volatility and lower value at risk. The comparative analysis illustrates that a diverse portfolio is substantially more favourable than an undiversified portfolio. The results of this study can help investors make decisions based on quantitative analytics and not based solely on advice. However, it should be noted that the stocks selected for this research are profitable on their own and additional research can be done for stock selection which has been addressed in concluding section." @default.
- W3136341622 created "2021-03-29" @default.
- W3136341622 creator A5072174833 @default.
- W3136341622 date "2020-01-01" @default.
- W3136341622 modified "2023-09-27" @default.
- W3136341622 title "A Comparative Study on the Impact ofPortfolio Diversity" @default.
- W3136341622 hasPublicationYear "2020" @default.
- W3136341622 type Work @default.
- W3136341622 sameAs 3136341622 @default.
- W3136341622 citedByCount "0" @default.
- W3136341622 crossrefType "dissertation" @default.
- W3136341622 hasAuthorship W3136341622A5072174833 @default.
- W3136341622 hasConcept C106159729 @default.
- W3136341622 hasConcept C127413603 @default.
- W3136341622 hasConcept C139938925 @default.
- W3136341622 hasConcept C144133560 @default.
- W3136341622 hasConcept C149782125 @default.
- W3136341622 hasConcept C162118730 @default.
- W3136341622 hasConcept C162324750 @default.
- W3136341622 hasConcept C162853370 @default.
- W3136341622 hasConcept C180916674 @default.
- W3136341622 hasConcept C202655437 @default.
- W3136341622 hasConcept C204036174 @default.
- W3136341622 hasConcept C21099588 @default.
- W3136341622 hasConcept C2780821815 @default.
- W3136341622 hasConcept C67051015 @default.
- W3136341622 hasConcept C78519656 @default.
- W3136341622 hasConcept C91602232 @default.
- W3136341622 hasConcept C9725762 @default.
- W3136341622 hasConceptScore W3136341622C106159729 @default.
- W3136341622 hasConceptScore W3136341622C127413603 @default.
- W3136341622 hasConceptScore W3136341622C139938925 @default.
- W3136341622 hasConceptScore W3136341622C144133560 @default.
- W3136341622 hasConceptScore W3136341622C149782125 @default.
- W3136341622 hasConceptScore W3136341622C162118730 @default.
- W3136341622 hasConceptScore W3136341622C162324750 @default.
- W3136341622 hasConceptScore W3136341622C162853370 @default.
- W3136341622 hasConceptScore W3136341622C180916674 @default.
- W3136341622 hasConceptScore W3136341622C202655437 @default.
- W3136341622 hasConceptScore W3136341622C204036174 @default.
- W3136341622 hasConceptScore W3136341622C21099588 @default.
- W3136341622 hasConceptScore W3136341622C2780821815 @default.
- W3136341622 hasConceptScore W3136341622C67051015 @default.
- W3136341622 hasConceptScore W3136341622C78519656 @default.
- W3136341622 hasConceptScore W3136341622C91602232 @default.
- W3136341622 hasConceptScore W3136341622C9725762 @default.
- W3136341622 hasLocation W31363416221 @default.
- W3136341622 hasOpenAccess W3136341622 @default.
- W3136341622 hasPrimaryLocation W31363416221 @default.
- W3136341622 hasRelatedWork W124922649 @default.
- W3136341622 hasRelatedWork W1720032626 @default.
- W3136341622 hasRelatedWork W1792823026 @default.
- W3136341622 hasRelatedWork W1967119584 @default.
- W3136341622 hasRelatedWork W2014654412 @default.
- W3136341622 hasRelatedWork W2022786907 @default.
- W3136341622 hasRelatedWork W2079030632 @default.
- W3136341622 hasRelatedWork W2099655985 @default.
- W3136341622 hasRelatedWork W2184217368 @default.
- W3136341622 hasRelatedWork W2412924468 @default.
- W3136341622 hasRelatedWork W2414667914 @default.
- W3136341622 hasRelatedWork W2528353405 @default.
- W3136341622 hasRelatedWork W2625438924 @default.
- W3136341622 hasRelatedWork W2911411317 @default.
- W3136341622 hasRelatedWork W2952056697 @default.
- W3136341622 hasRelatedWork W3126805216 @default.
- W3136341622 hasRelatedWork W3210884136 @default.
- W3136341622 hasRelatedWork W3213095500 @default.
- W3136341622 hasRelatedWork W595787949 @default.
- W3136341622 hasRelatedWork W2350026278 @default.
- W3136341622 isParatext "false" @default.
- W3136341622 isRetracted "false" @default.
- W3136341622 magId "3136341622" @default.
- W3136341622 workType "dissertation" @default.