article
Construction of optimal portfolio using Sharpe’s single index model- A study with reference to banking & IT sector
International journal of applied research · 2015 · Vol. 1(13) · pp. 21–24
Abstract
The main aim of this study is to construct an optimal portfolio using Sharpe’s Single Index model. For this purpose monthly closing prices of 10 companies from banking sector and 10 companies from IT sector listed in the Bombay stock exchange (BSE) were selected. Share prices for the period of January 2010 to December 2015 had been considered. Using all the collected data a “cut-off “rate had been calculated and that rate had been considered for the construction of optimal portfolio. The finding of the study is very useful for investors, policy makers, corporations and their financial market participants.
Financial Markets and Investment StrategiesStock Market Forecasting MethodsHousing Market and EconomicsPortfolioSharpe ratioIndex (typography)Closing (real estate)Stock exchangeExchange rateEconomicsStock market indexBusinessFinancial economics
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An empirical study on construction portfolio with reference to BSE
International Journal of Financial Management and Economics · 2022 · 50 citations
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