Essays about: "Marcus Rivera Öman"

Found 1 essay containing the words Marcus Rivera Öman.

  1. 1. Enough is Enough : Sufficient number of securities in an optimal portfolio

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Iliam Barkino; Marcus Rivera Öman; [2016]
    Keywords : Optimal Portfolio; Random Portfolio; Optimization; Modern Portfolio Theory; Variance; Covariance; Diversification; Relative Standard Deviation;

    Abstract : This empirical study has shown that optimal portfolios need approximately 10 securities to diversify away the unsystematic risk. This challenges previous studies of randomly chosen portfolios which states that at least 30 securities are needed. READ MORE