A further study of the relationship between size of portfolios and risk diversification in Shanghai stock market

Ji Ping Yang; Li Jian Zhang

A further study of the relationship between size of portfolios and risk diversification in Shanghai stock market

Ji Ping Yang^*
, Li Jian Zhang

^*Corresponding author for this work

School of Economics and Management

Beihang University

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

At first, the relevant theory of diversifying investment risk through portfolio is introduced. Based on this, we make an empirical analysis on the relationship between the size of portfolio and the investment risk by using the 36 stocks' data selected from Shanghai 50 Index, meanwhile we also discussed the determination of the proper size of portfolio of stock investment.

Original language	English
Pages (from-to)	21-28
Number of pages	8
Journal	Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice
Volume	25
Issue number	10
State	Published - Oct 2005

Keywords

Empirical analysis
Risk diversification
Security investment
Size of portfolio

Cite this

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title = "A further study of the relationship between size of portfolios and risk diversification in Shanghai stock market",

abstract = "At first, the relevant theory of diversifying investment risk through portfolio is introduced. Based on this, we make an empirical analysis on the relationship between the size of portfolio and the investment risk by using the 36 stocks' data selected from Shanghai 50 Index, meanwhile we also discussed the determination of the proper size of portfolio of stock investment.",

keywords = "Empirical analysis, Risk diversification, Security investment, Size of portfolio",

author = "Yang, \{Ji Ping\} and Zhang, \{Li Jian\}",

year = "2005",

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volume = "25",

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journal = "Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice",

issn = "1000-6788",

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number = "10",

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T1 - A further study of the relationship between size of portfolios and risk diversification in Shanghai stock market

AU - Yang, Ji Ping

AU - Zhang, Li Jian

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N2 - At first, the relevant theory of diversifying investment risk through portfolio is introduced. Based on this, we make an empirical analysis on the relationship between the size of portfolio and the investment risk by using the 36 stocks' data selected from Shanghai 50 Index, meanwhile we also discussed the determination of the proper size of portfolio of stock investment.

AB - At first, the relevant theory of diversifying investment risk through portfolio is introduced. Based on this, we make an empirical analysis on the relationship between the size of portfolio and the investment risk by using the 36 stocks' data selected from Shanghai 50 Index, meanwhile we also discussed the determination of the proper size of portfolio of stock investment.

KW - Empirical analysis

KW - Risk diversification

KW - Security investment

KW - Size of portfolio

UR - https://www.scopus.com/pages/publications/27944437510

M3 - 文章

AN - SCOPUS:27944437510

SN - 1000-6788

VL - 25

SP - 21

EP - 28

JO - Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice

JF - Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice

IS - 10

ER -

A further study of the relationship between size of portfolios and risk diversification in Shanghai stock market

Abstract

Keywords

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