TY  - JOUR
T1  - The Determination of Safe and Risk Portfolio by Using Portfolio
Theory for Six Different Assets in 2015
AU - Muhammad Wstabdullah, Shaho AU - Faridun Abdulla, Daroon AU - Asaad Mohammed Qader, Dlovan AU - Kareem Mahmood, Othman 
JO  - International Business Management
VL  - 12
IS  - 5
SP  - 415
EP  - 419
PY  - 2018
DA  - 2001/08/19
SN  - 1993-5250
DO  - ibm.2018.415.419
UR  - https://makhillpublications.co/view-article.php?doi=ibm.2018.415.419
KW  - Safe and risk portfolio
KW  -investment management
KW  -FTSE
KW  -standard deviation
KW  -lowest expected
KW  -investors tend
AB  - This study investigates the performance of two portfolios; safe portfolio and a more risky portfolio
of a company for six different assets (British pound Canadian dollar, London coffee, FTSE 350 electricity,
Wolseley, UK-2 year bond yield, I share FTSE) over a period of 3 months before and after making the
investments and examine how the investments performed and if the expected risks and returns were obtained.
Statistical methods (mean, variance, standard deviation, co-variance, expected risk, expected return, probability)
is used to conclude that the portfolio with the highest rate of expected return at 12.84% with the highest rate
of expected risk at 5.85% then risk averse investors tend to invest in risk portfolios represented by portfolio 3
in this analysis and there are risk averse investors who will go for portfolio with the lowest expected risk and
risk averse investors tend to invest in safe portfolios represented by portfolio
ER  -