Open AccessCONSTRUCTION AND EVALUATION OF OPTIMAL PORTFOLIO USING SHARPE’S SINGLE INDEX MODEL - AN EMPIRICAL STUDY ON SELECTED STOCKS IN BANKING AND INFORMATION TECHNOLOGY SECTORS
Author(s) -
Mr Dharmanandamontadka,
A. Hari Ganesh
Publication year - 2015
Language(s) - English
Resource type - Conference proceedings
DOI - 10.16962/elkapj/si.bm.icrbit-2015.13
Subject(s) - portfolio , sharpe ratio , index (typography) , single index model , empirical research , econometrics , computer science , business , actuarial science , finance , economics , statistics , mathematics , world wide web