Construction of Optimal Portfolio Using Sharpe'S Single index Model: An Empirical Study on Indian Computer Software Industry Stocks
作者: Rupinder Katoch
刊名: International Journal of Management, IT and Engineering, 2019, Vol.7 (12), pp.258-273
关键词: Sharpe's Single Index ModelOptimal PortfolioCut off RateSystematic RiskUnsystematic Risk
原始语种摘要: Indian IT services companies are establishing their presence in all major global markets. Accordingly the primary concern of this research is to build an optimal portfolio from Indian Computer Software Industry with the assistance of Sharpe index model. NSE listed top 28 computer software securities on basis of market capitalization have been selected for the present research. Present study covers five years time period from October 1, 2012 to October 1, 2017. Nineteen companies have been selected on the basis of Cut-off point. An investor is getting 2.569172% of Portfolio Return on an average by constructing Portfolio of NSE 19 Computer Software securities, and against it he is bearing 6% Portfolio Risk. All the selected securities except Ramco Ltd and Sasken

  • securities 担保品
  • Construction 建筑物
  • capitalization 以大写字母开头
  • investor 客商
  • optimal 最佳的
  • October 十月
  • listed 坏布边
  • market 市场
  • constructing 合组
  • Computer 电脑