MSc Dissertation

Final Title Registration Form

Please register below the title of your dissertation. This form should be
returned to the Postgraduate Office no later than 12.00noon on Friday 4th
July 2008.

Name: Vu Duc Minh Hieu

Title: An empirical analysis of international and

industrial portfolio diversification.

----BRIEF OUTLINE OF PROPOSED RESEARCH----

Please read the detailed dissertation guidelines before completing this section

1. TWO KEY REFERENCES FOR THE PROPOSED

DISSERTAION TITLE: Your choice of papers should be directly related to
the proposed title (Note: we expect that the majority of dissertations will be
empirical, in which case one of the two key papers should be a seminal paper and
the other a recent one ideally backing up your selection of research questions
(hypotheses) and your methodological approach (equivalent should be done for
dissertations that do not involve empirical work using secondary data).

1.Donald R. Lessard, May, 1974, World, National, and Industry

Factors in Equity Returns, The Journal of Finance, Vol. 29, No. 2, pp.
379-391.

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2.SANJIV RANJAN DAS and RAMAN UPPAL, October 2006,
Geographic versus industry diversification: Constraints matter,
Journal of Empirical Finance, Volume 13, Issues 4-5, Pages 396-416

2. MOTIVATION:
There is a variety style of portfolio diversification to reduce the risk
of investment. This paper is to research on the effect of international
and industrial portfolio diversification on portfolio return and risk.

3. RESEARCH QUESTION(S):
- What is the effect of international and industrial portfolio
diversification on portfolio return and risk?

4. METHODOLOGY
- Review literature about the effect of international and
industrial diversification.
- Collect data and test the effect.
- Discuss the results.

5. DATA REQUIREMENTS (for empirical theses):

Weekly or daily returns of stocks on S&P 500, FTSE100, Hangsheng,
Nikkei indexes.

6. TIME PLAN FOR COMPLETION OF THE DISSERTATION:

TASK DATE

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 LITERATURE REVIEW 4th July – 14th July
EMPIRICAL WORK 14th July – 22nd July
RESULTS DISCUSSION 22nd July – 28th July
WRITING UP1 28th July – 4th August
Edit, print 4 August – 15th August
th

OTHER

7. DEADLINE FOR DRAFT CHAPTER SUBMISSION:

4th August

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Allow time for feedback from draft chapter (should you submit a draft chapter) to be
incorporated. Also allow time for writing up introduction, conclusion, printing the thesis etc.

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8. ANY FURTHER COMMENTS FROM SUPERVISOR

SIGNATURE OF SUPERVISOR: ……………………………………….…………….

DATE: ……………………………………………………………………………..............................