Optimal portfolio construction of selected stocks from nse using sharpe's single index model
作者: S. PoornimaAruna. P. Remesh
刊名: International Journal of Management, IT and Engineering, 2019, Vol.7 (12), pp.283-298
来源数据库: Indianjournals.com
关键词: BetaCut-off rateExcess return to beta Ratio
原始语种摘要: This research work concentrates on the Optimal Portfolio Construction of selected stocks from NSE (National Stock Exchange) using Sharpe's Single Index model. Constructing a Portfolio is a difficult task for the individual investors and the institutional investor's. Every investors having a target of getting highest investment return at a given level of risk. So by conducting this study the researcher can get a practical knowledge and also can create awareness in the minds of the investors. For this purpose fifty companies listed in the NSE had been selected. Out of the fifty companies only eleven companies were included in the optimal portfolio construction. The results of the present study and such micro level studies enables investors to go for scientific diversification and also have...
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  • stocks 足枷
  • construction 构造
  • institutional 惯例的
  • portfolio 公事包
  • selected 被选
  • research 
  • investor 客商
  • model 模型
  • capital 首都
  • optimal 最佳的