Effects of diversification and portfolio performance of the ceramic sector of Bangladesh
AuthorJalil, Rubaiyat Al
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This paper strives to empirically identify whether portfolio diversification within the ceramic sector of Bangladesh reduces the overall portfolio risk or not. Moreover, the objective also entails the performance of the portfolio consisting of securities from one single sector. Several portfolio and diversification measurement techniques have been used, namely Modigliani measure, Sharpe ratio, risk-return relationship and variances. The paper theorizes on the explanation laid out by the Capital Asset Pricing Model and are reflective of its various risk and return characteristics.