SOME SIMULATIONS ON THE PORTFOLIO RISK AND RETURN: A METHODOLOGICAL NOTE

Authors

  • Fitim Deari Associated Professor, South East European University, Republic of North Macedonia Author
  • Izet Zeqiri Professor, South East European University, Associate Member of the Macedonian Academy of Sciences and Arts, Republic of North Macedonia Author
  • Sadri Aliji Associated Professor, South East European University, Republic of North Macedonia Author

DOI:

https://doi.org/10.35945/gb.2019.07.007

Keywords:

INVESTMENT, CORRELATION, WEIGHT, PORTFOLIO, STOCK

Abstract

  In this study we try to demonstrate mainly from the methodological and pedagogical perspective how investment weights and the correlation between securities are manifested on the portfolio risk and return. Empirical data are examined from 2010 to 2018 and for experimental purpose two companies are randomly selected. Totally five simulations are performed using Excel.
  The fifth simulation presents the case of optimal proportions for an investor which efforts to minimize the portfolio risk.

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Published

11.07.2023

Issue

Vol. 4 No. 7 (2019): Globalization and Business

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Copyright (c) 2019 Globalization and Business

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

How to Cite

SOME SIMULATIONS ON THE PORTFOLIO RISK AND RETURN: A METHODOLOGICAL NOTE. (2023). Globalization and Business, 4(7), 59-62. https://doi.org/10.35945/gb.2019.07.007

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