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Issues and trends of portfolio diversification


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


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.

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Additional Metadata

Item Type: Article
Divisions: Faculty of Economics and Management
DOI Number: https://doi.org/10.6007/IJARBSS/v9-i11/6652
Publisher: Human Resource Management Academic Research Society
Keywords: Diversification; Portfolio choice; Capital market, Investment decision; Finance
Depositing User: Nabilah Mustapa
Date Deposited: 04 Mar 2020 07:27
Last Modified: 04 Mar 2020 07:27
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.6007/IJARBSS/v9-i11/6652
URI: http://psasir.upm.edu.my/id/eprint/77033
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