CONSTRUCTION OF AN OPTIMAL PORTFOLIO USING SHARPE’S SINGLE INDEX MODEL: A STUDY WITH NSE NIFTY STOCKS IN 2017

Pankaj Choudhary, Praveen Choudhry, Manisha Choudhary

Abstract


This paper discusses Construction of an Optimal Portfolio using Sharpe’s Single Index Model, wherein a Study with NSE Nifty Stocks in 2017 was done.


Keywords


Nifty, Sharpe single index model, Finance, Nifty stocks, Modern portfolio theory.

References


Chauhan AA. (2014). “A Study on Usage of Sharpe’s Single Index Model in Portfolio Construction With Reference To CNX Nifty”, Global Journal for Research Analysis, Vol.3(10), pp.92 – 94.

Das SC, and Mishra B. (2013). “Optimal Portfolio-Does Of Scrips Matter?”, Indian Journal Of Research, Vol.2(4), pp.225 – 227.

Debasish SS, and Khan JS. (2012). “Optimal Portfolio Construction In Stock Market – An Empirical Study On Selected Stocks In Manufacturing Sectors Of India”, International Journal Of Business Management, Vol.2(2), pp.37-44.

Mandal N. (2013). “Optimal Portfolio Construction By Using Sharpe’s Single Index Model”, The Journal Of Institute Of Public Enterprise, Vol.36(1 & 2), pp.2 – 44.

Mary JF, and Rathika G. (2015). “The Single Index Model & the Construction of Optimal Portfolio with CNX Pharma Scrip”, International Journal of Management, Vol.6(1), pp.87 – 96.

Nageswari P, Selvam M, and Bhuvaneswari P. (2013). “An Empirical Analysis Of Optimal Portfolio Selection Using Sharpe’s Optimization”, Asian Journal Of Research In Business Economics & Management, Vol.3(11), pp.209 – 221.

Poornima S, and Remesh AP. (2015). “Optimal Portfolio Construction Using Sharpe’s Single Index Model – A Study Of Selected Stocks From BSE”, International Journal Of Informative & Futuristic Research, Vol.3(3), pp.691 – 697.

Sen K, and Fattawat D. (2014). “Sharpe’s Single Index Model & Its Application Portfolio Construction: An Empirical Study”, Global Journal Of Finance & Management, Vol.6(6), pp.511-516.

Sharpe WF. (1964). “Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk”, The Journal of Finance, Vol.XIX(3).

Varadharajan P, and Vikkraman P. (2011). “A Study On Construction Of Equity Portfolio (Oil, It, Steel & Banking Stocks) With Reference To Sharpe Single Index Model”, International Journal Of Research In Commerce, It & Management, Vol.1(5), pp.38-43.


Refbacks

  • There are currently no refbacks.


Send mail to ijmss@ijmss.com with questions or comments about this web site. 

International Journal of Management and Social Sciences, All rights reserved.