A Study on “Optimal Portfolio Construction” through Sharpe Framework with Specific Reference to Constituents stocks of S&P BSE SensexJournal: International Journal of Mechanical and Production Engineering Research and Development (IJMPERD ) (Vol.10, No. 3)
Publication Date: 2020-06-30
Authors : Bheemeswara Reddy V; Baskaran S;
Page : 11029-11038
Keywords : Optimal Portfolio Construction;
There are two faces for an investment coin viz., return and risk. An investor can earn good returns at different degreesof risk provided he knows the art of constructing optimal portfolio. There are several portfolio construction models including the well known market model, the Sharpe Single Index model. The literature review indicates that Sharpe model substantially reduces the data required for construction of optimal portfolios. Therefore an attempt is made in this study to construct an optimal portfolio using Sharpe Single Index Model. Interesting findings have been drawn from the study which is useful for Investors and Companies.
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