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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Article: Download PDF   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

Number of Downloads : 1898

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