Quantitative Analysis of Modern Portfolio Theory for Diversification of Risk

45 Pages Posted: 10 Aug 2012

Date Written: August 10, 2012

Abstract

The paper is an empirical research work wherein the principle of Modern Portfolio Theory along with aspects of geographical diversification have been subjected to test. The validation of the said theory has been made via hypothesis testing in light of the financial market data. The paper has identified certain aspects to be kept in mind while diversifying geographically and through the application of MPT. There has also been an attempt to plausibly enhance the applicability of MPT in diversifying risk.

Keywords: Diversification, Risk, MPT, Geographical Diversification

JEL Classification: C00, C10, C12, C40, C50, C52, F21, G00, G11

Suggested Citation

Yadav, Himanshu, Quantitative Analysis of Modern Portfolio Theory for Diversification of Risk (August 10, 2012). Available at SSRN: https://ssrn.com/abstract=2127761 or http://dx.doi.org/10.2139/ssrn.2127761

Himanshu Yadav (Contact Author)

National Law University ( email )

NH65
Mandore
Jodhpur, Rajasthan 342001
India

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