, , , . , , 8. , .
, , , . , . , .
, - . , , : , . , . .
. 11.5 . 11.3 ( ) 9. 2 . 11.5 ( ) , , - ; 49,24% . ( ), , 37,36%. 29,69% ..
11.5. ,:
, % | / | ||||
(1) | (2> | (3) | |||
49,24 37,36 29,69 26,64 24,98 23,93 21,68 20,87 | 1,00 0,76 0,60 0,54 0,51 0,49 0,44 0,42 | ||||
* 9. (Meir Statman) "How Many Stocks Make a ft
sifted Portfolio", Journal of Financial and Quantitative Analysis 22 (September 1987) cmp 353-364.
. 11.5
" | (1) | (2) | (3) |
20,46 20,20 19,69 19,42 19,43 19,29 19,27 19,21 | 0,42 0,41 0,40 0,39 0,39 0,39 0,39 0,39 |
(Meir Statman), "How Many Stocks Make a Diversified Portfolio", Journal of Financial and Quantitative Analysis 22 (September 1987) . 353-364.
|
|
. 11.3.
. 11.3 , . : , , , . 30 .
, 19,2%, . , - . , - , (diversifiable risk), , , (nondiversifiable risk).
?
. , , , . , . , , , . , , (market risk).
, , , , , , ( ) , . , , (firm-specific nsc).
. , , , . , , , , , , , .
11.6 |
, , . ? |