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May-2019
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Journal of Emerging Technologies and Innovative Research ( An International Scholarly Open Access Journal, Peer-reviewed, Refereed, Crossref DOI Journal )
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UGC Approved Journal no 63975(19)
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ISSN: 2349-5162 | ESTD Year : 2014 Volume 13 | Issue 3 | March 2026
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ISSN: 2349-5162 | ESTD Year : 2014 Volume 13 | Issue 3 | March 2026
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UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975
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JETIR1905K73
Registration ID:
209277
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Title
A STUDY ON CONSTRUTION OF OPTIMAL PORTFOLIO USING SHARPE SINGLE INDEX MODEL WITH REFERENCE TO BANKING AND AUTOMOBILE SECTORS
Authors
Abstract
This paper makes an indepth study on the construct of an optimal portfolio by using Sharpe’s Single Index Model. For this study, the daily closing prices of 8 companies from banking sectors and 15 companies from the automobile sectors as listed in the National Stock Exchange (NSE) Index have been selected. Share prices for the period from January 2014 to December 2018 have been considered. The finding of the study is very useful to the Investors to understand and know about the construction of portfolio between the Banking and Automobile Sectors taking of the listed Companies during the study periods.
Key Words
cut-off rate, beta, market return, Sharpe’s single index model
Cite This Article
"A STUDY ON CONSTRUTION OF OPTIMAL PORTFOLIO USING SHARPE SINGLE INDEX MODEL WITH REFERENCE TO BANKING AND AUTOMOBILE SECTORS", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.6, Issue 5, page no.556-564, May-2019, Available :http://www.jetir.org/papers/JETIR1905K73.pdf
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2349-5162 | Impact Factor 7.95 Calculate by Google Scholar
An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator
Cite This Article
"A STUDY ON CONSTRUTION OF OPTIMAL PORTFOLIO USING SHARPE SINGLE INDEX MODEL WITH REFERENCE TO BANKING AND AUTOMOBILE SECTORS", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.6, Issue 5, page no. pp556-564, May-2019, Available at : http://www.jetir.org/papers/JETIR1905K73.pdf
Publication Details
Published Paper ID: JETIR1905K73
Registration ID: 209277
Published In: Volume 6 | Issue 5 | Year May-2019
Page No: 556-564
Country: -, -, - .
Area: Engineering
ISSN Number: 2349-5162
Publisher: IJ Publication
Published Paper URL :: https://www.jetir.org/view?paper=JETIR1905K73
Published Paper PDF: https://www.jetir.org/papers/JETIR1905K73
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