Thursday 31 December 2020

Finance Dissertation | Modern Portfolio Theory, Size, Return, Risk



Finance Dissertation Can Investors Apply Modern Portfolio Theory To Achieve Higher Returns. An Empirical Study Into The Relationship Between Portfolio Size And Portfolio Return - risk, return and the prospect of portfolio diversification in financial market over the period 1990-2006. Essentially, the purpose of this dissertation is to investigate whether investors can apply Modern Portfolio theory in order to achieve higher return. The objective of this dissertation is to strengthen the existing empirical studies regarding the relationship between portfolio size and portfolio return, and between portfolio size and portfolio risk. The author found out that the marginal reduction in a portfolio’s risk is not proportionate with the portfolio size. #Finance #Dissertation #MPT #Portfolio #Risk

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