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The paper looks at the existence of portfolio risk management for the UAE Financial Market. The research methodology centers on applying Modern Portfolio Theory, with particular emphasis on the Markowitz Efficient Frontier, Minimum Variance Analysis, and Portfolio Optimization. The data is essentially based on the top performing sectors of the UAE economy, and twenty key companies are chosen from each sector to test for diversification. Key findings suggest that the risk of the portfolio is lower than the weighted risk of the twenty individual stocks, i.e. efficient diversification can be achieved.

Diversification in Portfolio Risk Management:The Case of the UAE Financial Market