Risk and Return – What have we missed?

Georgi Turlakov ()
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Georgi Turlakov: Humboldt University of Berlin

Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, 2015, issue 1, 40-49

Abstract: This study examines the relations between diversification, size and return of the active companies in the UK market. The literature on this topic provides contradictory findings with empirical result supporting two interchangeable hypotheses – positive or negative correlation between return and diversification as well as return and size. The report provide stable difference between the two classes in favour of the diversified firms. The analysis support the idea of significant positive relation between the factors with broad support from the literature.

Keywords: risk; return; size; diversification; CAPM (Capital Asset Pricing Model) (search for similar items in EconPapers)
JEL-codes: A00 (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:vra:journl:y:2015:i:1:p:40-49

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