Open AccessOptimal Portfolio Selection Using Sharpe’s Single Index Model
Author(s) -
M. Muthu Gopalakrishnan
Publication year - 2011
Publication title -
indian journal of applied research
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2249-555X
DOI - 10.15373/2249555x/jan2014/83
Subject(s) - portfolio , selection (genetic algorithm) , sharpe ratio , index (typography) , computer science , single index model , mathematics , statistics , mathematical optimization , economics , artificial intelligence , financial economics , world wide web