Issues and trends of portfolio diversification
The concept of diversification has been a great importance in risk management and investment decision making in the capital market. The purpose of this paper is to examine the issues and trends of diversification of risk on capital market. In addition, the paper highlight some of the latest trends a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Human Resource Management Academic Research Society
2019
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| Online Access: | http://psasir.upm.edu.my/id/eprint/77033/ http://psasir.upm.edu.my/id/eprint/77033/1/77033.pdf |
| _version_ | 1848858135811325952 |
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| author | Shari, Aminah Mahat, Fauziah Dahir, Ahmed Mohamed |
| author_facet | Shari, Aminah Mahat, Fauziah Dahir, Ahmed Mohamed |
| author_sort | Shari, Aminah |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | The concept of diversification has been a great importance in risk management and investment decision making in the capital market. The purpose of this paper is to examine the issues and trends of diversification of risk on capital market. In addition, the paper highlight some of the latest trends and developments in the area namely multi-asset class investment and co-movement of risk and return. Moreover, in light of the basis of modern capital market theory developed by Harry Markowitz, the paper review some of the approaches developed to address the challenges encountered when using diversification strategy in practice, including the portfolio choice problem, alternative assets class and time-varying volatility assessment. |
| first_indexed | 2025-11-15T12:08:38Z |
| format | Article |
| id | upm-77033 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T12:08:38Z |
| publishDate | 2019 |
| publisher | Human Resource Management Academic Research Society |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-770332020-03-04T07:27:15Z http://psasir.upm.edu.my/id/eprint/77033/ Issues and trends of portfolio diversification Shari, Aminah Mahat, Fauziah Dahir, Ahmed Mohamed The concept of diversification has been a great importance in risk management and investment decision making in the capital market. The purpose of this paper is to examine the issues and trends of diversification of risk on capital market. In addition, the paper highlight some of the latest trends and developments in the area namely multi-asset class investment and co-movement of risk and return. Moreover, in light of the basis of modern capital market theory developed by Harry Markowitz, the paper review some of the approaches developed to address the challenges encountered when using diversification strategy in practice, including the portfolio choice problem, alternative assets class and time-varying volatility assessment. Human Resource Management Academic Research Society 2019 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/77033/1/77033.pdf Shari, Aminah and Mahat, Fauziah and Dahir, Ahmed Mohamed (2019) Issues and trends of portfolio diversification. International Journal of Academic Research in Business and Social Sciences, 9 (11). pp. 1237-1243. ISSN 2222-6990 http://hrmars.com/index.php/papers/detail/IJARBSS/6652 10.6007/IJARBSS/v9-i11/6652 |
| spellingShingle | Shari, Aminah Mahat, Fauziah Dahir, Ahmed Mohamed Issues and trends of portfolio diversification |
| title | Issues and trends of portfolio diversification |
| title_full | Issues and trends of portfolio diversification |
| title_fullStr | Issues and trends of portfolio diversification |
| title_full_unstemmed | Issues and trends of portfolio diversification |
| title_short | Issues and trends of portfolio diversification |
| title_sort | issues and trends of portfolio diversification |
| url | http://psasir.upm.edu.my/id/eprint/77033/ http://psasir.upm.edu.my/id/eprint/77033/ http://psasir.upm.edu.my/id/eprint/77033/ http://psasir.upm.edu.my/id/eprint/77033/1/77033.pdf |