Effects of Diversification in Risk Reduction: Evidence from Dhaka Stock Exchange

Author:

Rani Sarker Mokta,Saha Debashis

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference27 articles.

1. Portfolio Size and Diversification Effect in Lithuanian Stock Exchange Market;V Alekneviciene;Inzinerine Ekonomika-Engineering Economics,2012

2. Portfolio of Risk Premia: A New Approach to Diversification;J Bender;Journal of Portfolio Management,2010

3. Optimal Portfolio Diversification using Maximum Entropy Principle;A K Bera;Econometric Reviews,2008

4. On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results;R W Best;Review of Financial Studies,1991

5. How Many Stocks Do You Need to be Diversified?;J P Bouchaud;AAII journal,1997

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