A Further Study of the Relationship between Size of Portfolios and Risk Diversification in Shanghai Stock Market
Zhang Li-jian · Systems Engineering - Theory & Practice · 2005
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.