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

^*此作品的通讯作者

经济管理学院

Beihang University

科研成果: 期刊稿件 › 文章 › 同行评审

3 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	21-28
页数	8
期刊	Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice
卷	25
期	10
出版状态	已出版 - 10月 2005

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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\}",

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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

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