Paper Information

Journal:   JOURNAL OF ASSET MANAGEMENT AND FINANCING   SUMMER 2015 , Volume 3 , Number 2 (9) #B0064; Page(s) 1 To 14.
 
Paper: 

OPTIMIZING DIVERSIFICATION OF EQUITIES IN SECTOR FUNDS PORTFOLIO

 
Author(s):  SHAMS GHARENE N., SHAHLAI S.
 
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Abstract: 

This research deals with providing quantitative criterion for optimal diversification of equities in sector funds portfolio. So, firstly divides mutual funds into two groups of sector fund and nonsector funds by considering 0 to 100 percent as top five weighted shares to total assets of fund ratio. Next provides the optimal diversification of equities in sector funds portfolio by the percentage which causes most difference between the ratio of risk to returns of sector funds and nunsector funds.

 
Keyword(s): MUTUAL FUNDS, SECTOR FUND, DIVERSIFICATION
 
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