Application of Markowitz model of BSE (Record no. 12336)
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000 -LEADER | |
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fixed length control field | 01141npc a2200157Ia 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 140613s2013 xx 000 0 und d |
060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
Classification number | 332.6322 |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | NAVEEN, CH |
245 ## - TITLE STATEMENT | |
Title | Application of Markowitz model of BSE |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Date of publication, distribution, etc. | 2013 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 73-84 |
520 ## - SUMMARY, ETC. | |
Summary, etc. | In this paper an attmept has been made to construct portfolio using Markowitz model. For this purpose, BSE sensex and its 30 blue chip companies have been considered. To construct the portfolio six years of data i.e. from January 2007 to December2012 have been considered. Besides this an attempt has been made to test whether or not this models provides better portfolio selection decision to BSE SENSEX investors. From the 30 blue chip companies only qualified securities are considered forselection. Markowitz two stock model has been applied to this. An efficient frontier has been developed to find out efficient protfolios ou of the possible set of portfolios. In this model we identified six efficient portfolios on its frontier. |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | STOCK MARKET |
773 ## - HOST ITEM ENTRY | |
Other item identifier | P15174 |
Note | M |
Host Itemnumber | 33549 |
Host Biblionumber | 11224 |
Title | Journal of Accounting and Finance |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Articles |
No items available.