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ISSN Print: 2394-7500, ISSN Online: 2394-5869, CODEN: IJARPF

Impact Factor: RJIF 5.2

International Journal of Applied Research

Vol. 1, Issue 13, Part A (2015)

Construction of optimal portfolio using Sharpe’s single index model- A study with reference to banking & IT sector

Author(s)
Dr. S Poornima, Aruna P Remesh
Abstract
The main aim of this study is to construct an optimal portfolio using Sharpe’s Single Index model. For this purpose monthly closing prices of 10 companies from banking sector and 10 companies from IT sector listed in the Bombay stock exchange (BSE) were selected. Share prices for the period of January 2010 to December 2015 had been considered. Using all the collected data a “cut-off “rate had been calculated and that rate had been considered for the construction of optimal portfolio. The finding of the study is very useful for investors, policy makers, corporations and their financial market participants.
Pages: 21-24  |  724 Views  29 Downloads
How to cite this article:
Dr. S Poornima, Aruna P Remesh. Construction of optimal portfolio using Sharpe’s single index model- A study with reference to banking & IT sector. International Journal of Applied Research. 2015; 1(13): 21-24.
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International Journal of Applied Research