A Dynamic Spreadsheet Model for Determining the Portfolio Frontier for BSE30 Stocks
Journal: Independent Journal of Management & Production (IJM&P) (Vol.5, No. 1)Publication Date: 2014-01-01
Authors : Anupam Mitra Punneet Khanna;
Page : 106-120
Keywords : Markowitz Portfolio Theory; Sharpe Ratio; BSE; Stocks; India;
- A Dynamic Spreadsheet Model for Determining the Portfolio Frontier for BSE30 Stocks
- Building a dynamic model of investment portfolio management
- Creating Optimal Portfolio and the Efficient Frontier Using Microsoft Excel®
- A Study on “Optimal Portfolio Construction” through Sharpe Framework with Specific Reference to Constituents stocks of S&P BSE Sensex
- Investment Analysis and Portfolio Management of Top 10 Stocks Picks in India Amid Market Turmoil in COVID-19
Abstract
Introductory investments courses revolve around Harry Markowitz’s modern portfolio theory and William Sharpe’s Index for the performance measurement of those portfolios. This paper presents a simplified perspective of Markowitz’s contributions to Modern Portfolio Theory. It is to see the effect of duration of historical data on the risk and return of the portfolio and to see the applicability of risk-reward logic. The empirical results also show that short selling may increase the risk of the portfolio when the investor is instability preferred.
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Last modified: 2014-02-22 05:44:31