PORTFOLIO INVESTMENT MANAGEMENT BASED ON DOUBLE DIVERSIFICATION
Creation of optimal portfolio is one of the main questions staying in front of professional inves tors. The base of diversification was provided in 1952 by Harry Markowitz in his portfolio selection theory. Theselection of the most efficient investment portfolio by providing analysis of various possible portfolios of given se curities through using correlation to choose well diversified securities, which movements are opposite each other. The pioneer of diversification stand for the point that his, model allows reducing portfolio risk. Several authors,e.g. Lintner [4] and Sharpe[6] developed the proposed ideas of Harry Markowitz [2] and provide usage of theDiagonal Model and the Capital Market Line. The global financial markets becoming more integrated. In increas ingly integrated global capital market, understanding the impact of investment constraints on the benefits andportfolio allocation of international diversification is crucial for financial investors. The over time analysis shows that diversifying portfolios internationally is still beneficial even through financial markets. This paper investigatesthe benefits and asset allocation of the optimal international and sector diversification for the investors with apply ing different contradictory theories methods applied for the portfolio management through real time portfolio man agement using Bloomberg Terminal.