Open AccessBuilding an Efficient Portfolio Using Sharpe’s Single Index Model(An Empirical Study With Reference to Nifty 50)
Author(s) -
S. Sangeetha,
K. Madane,
J. Muralidaran
Publication year - 2021
Publication title -
asia-pacific journal of management and technology
Language(s) - English
Resource type - Journals
ISSN - 2652-6840
DOI - 10.46977/apjmt.2021.v02i02.002
Subject(s) - portfolio , diversification (marketing strategy) , sharpe ratio , single index model , econometrics , economics , financial economics , modern portfolio theory , index (typography) , actuarial science , investment (military) , post modern portfolio theory , portfolio optimization , construct (python library) , value (mathematics) , computer science , replicating portfolio , business , mathematics , statistics , political science , law , marketing , politics , world wide web , programming language