publication . Other literature type . Article . 2017

Portfolio Diversification in the South-East European Equity Markets

Azra Zaimovic; Almira Arnaut-Berilo; Arnela Mustafic;
  • Published: 01 Apr 2017
  • Publisher: Walter de Gruyter GmbH
Abstract
<jats:title>Abstract</jats:title><jats:p>Diversification potential enables investors to manage their risk and decrease risk exposure. Good diversification policy is a safety net that prevents a portfolio from losing its value. A well-diversified portfolio consists of different categories of property with low correlations, while highly correlated markets have the feature of low possibilities for diversification. The biggest riddle in the world of investments is to find the optimal portfolio within a set of available assets with limited capital. There are numerous studies and mathematical models that deal with portfolio investment strategies. These strategies take...
Subjects
free text keywords: Diversification, Stock Markets, Markowitz portfolio optimization theory, Principal component analysis, G11, G32, Business, HF5001-6182, Foreign portfolio investment, Economics, Financial economics, Modern portfolio theory, Finance, business.industry, Diversification (finance), Capital asset pricing model, Portfolio optimization, Portfolio, Application portfolio management, Replicating portfolio
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publication . Other literature type . Article . 2017

Portfolio Diversification in the South-East European Equity Markets

Azra Zaimovic; Almira Arnaut-Berilo; Arnela Mustafic;