National Journal of Advanced Research

National Journal of Advanced Research


National Journal of Advanced Research
Vol. 2, Issue 3 (2016)

A study on optimal portfolio construction using sharpes single index model with special preference to selected sectors listed in NSE


Dr. Poornima S, Aruna P Remesh

The study focus on optimal portfolio construction using Sharpe’s single index model with special reference to selected sectors such as banking, automobile and financial sectors. For this purpose a sample of fifteen companies have been taken. Five companies from each sector listed in NSE been selected .Calculating the cut-off values using all the collected data. On the basis of the cut-off values to know which securities are performing highly well and which are performing low in the market .The study findings are useful to policy makers, investors and participants of financial markets.

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