Volume : II, Issue : IX, September - 2013
Optimum Portfolio Construction: Sharpe Single Index Model
Radhika Desai, Manisha Surti
Abstract :
Wise Investors invest their valued money in bunch of securities rather than in single security because they want to take advantage of diversification of risk and they want to earn maximum return. Bunch of securities is known as Portfolio and this portfolio should possess minimum risk and maximum return. In this research we construct Sharpe single index optimum portfolio by using data of fifty companies CNX NSE Nifty index for period of 2010–2012
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DOI : 10.36106/ijsr
Cite This Article:
Radhika Desai, Manisha Surti Optimum Portfolio Construction: Sharpe
Single Index Model International Journal of Scientific Research, Vol : 2, Issue : 9 September 2013
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Radhika Desai, Manisha Surti Optimum Portfolio Construction: Sharpe Single Index Model International Journal of Scientific Research, Vol : 2, Issue : 9 September 2013
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