OPTIMIZING DIVERSIFICATION OF EQUITIES IN SECTOR FUNDS PORTFOLIO

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SHAMS GHARENE N.; SHAHLAI S.

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Paper Information

Journal: JOURNAL OF ASSET MANAGEMENT AND FINANCING Year:2015 | Volume:3 | Issue:2 (9) Page(s): 1-14

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Information Journal Paper

Title

OPTIMIZING DIVERSIFICATION OF EQUITIES IN SECTOR FUNDS PORTFOLIO

Author(s)

SHAMS GHARENE N. | SHAHLAI S. | Issue Writer Certificate

Keywords

MUTUAL FUNDSQ2

SECTOR FUNDQ2

DIVERSIFICATIONQ2

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.

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APA: Copy

SHAMS GHARENE, N., & SHAHLAI, S.. (2015). OPTIMIZING DIVERSIFICATION OF EQUITIES IN SECTOR FUNDS PORTFOLIO. JOURNAL OF ASSET MANAGEMENT AND FINANCING, 3(2 (9) ), 1-14. SID. https://sid.ir/paper/245711/en

Vancouver: Copy

SHAMS GHARENE N., SHAHLAI S.. OPTIMIZING DIVERSIFICATION OF EQUITIES IN SECTOR FUNDS PORTFOLIO. JOURNAL OF ASSET MANAGEMENT AND FINANCING[Internet]. 2015;3(2 (9) ):1-14. Available from: https://sid.ir/paper/245711/en

IEEE: Copy

N. SHAMS GHARENE, and S. SHAHLAI, “OPTIMIZING DIVERSIFICATION OF EQUITIES IN SECTOR FUNDS PORTFOLIO,” JOURNAL OF ASSET MANAGEMENT AND FINANCING, vol. 3, no. 2 (9) , pp. 1–14, 2015, [Online]. Available: https://sid.ir/paper/245711/en

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