Year: 2024
Type: article
Abstract: This research assesses the performance of a diversified portfolio, including 20 common shares drawn from two industries, that was constructed in January 2024 and held until December 2024. It uses rigorous multi-factor approaches to evaluate each asset's risk characteristics and financial returns using historical data from 2020 to 2023. To offer empirical insights into portfolio dynamics, key indicators include total portfolio returns, standard deviation for volatility, and beta coefficients to measure susceptibility to market swings.
Author: Yangrui Deng
Institution: Monash University Malaysia
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: diamond
OpenAlex ID: W4402937207