Application of single Sharpe index on the optimal portfolio construction using Indian blue-chip stocks
Portfolio plays an important role for an investor as it reduces the risk and maximize the return on investment. But portfolio construction is a complicated process. To ease the process of portfolio construction many academicians developed optimal portfolio construction model, the Sharpe Single Index...
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Format: | Article |
Language: | English |
Published: |
General Association of Economists from Romania
2021-12-01
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Series: | Theoretical and Applied Economics |
Subjects: | |
Online Access: |
http://store.ectap.ro/articole/1571.pdf
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