Journal IJCRT UGC-CARE, UGCCARE( ISSN: 2320-2882 ) | UGC Approved Journal | UGC Journal | UGC CARE Journal | UGC-CARE list, New UGC-CARE Reference List, UGC CARE Journals, International Peer Reviewed Journal and Refereed Journal, ugc approved journal, UGC CARE, UGC CARE list, UGC CARE list of Journal, UGCCARE, care journal list, UGC-CARE list, New UGC-CARE Reference List, New ugc care journal list, Research Journal, Research Journal Publication, Research Paper, Low cost research journal, Free of cost paper publication in Research Journal, High impact factor journal, Journal, Research paper journal, UGC CARE journal, UGC CARE Journals, ugc care list of journal, ugc approved list, ugc approved list of journal, Follow ugc approved journal, UGC CARE Journal, ugc approved list of journal, ugc care journal, UGC CARE list, UGC-CARE, care journal, UGC-CARE list, Journal publication, ISSN approved, Research journal, research paper, research paper publication, research journal publication, high impact factor, free publication, index journal, publish paper, publish Research paper, low cost publication, ugc approved journal, UGC CARE, ugc approved list of journal, ugc care journal, UGC CARE list, UGCCARE, care journal, UGC-CARE list, New UGC-CARE Reference List, UGC CARE Journals, ugc care list of journal, ugc care list 2020, ugc care approved journal, ugc care list 2020, new ugc approved journal in 2020, ugc care list 2021, ugc approved journal in 2021, Scopus, web of Science.
How start New Journal & software Book & Thesis Publications
Submit Your Paper
Login to Author Home
Communication Guidelines

WhatsApp Contact
Click Here

  Published Paper Details:

  Paper Title

OPTIMAL PORTFOLIO CONSTRUCTION USING SHARPE INDEX MODEL ON NIFTY50 10 YEARS-CONSISTENT SECURITIES

  Authors

  Ujjwala Chitre,  Dr. Yogesh Puri

  Keywords

  Abstract


Portfolio is a combination of all the assets and investments tools that are held by an individual, referred to as the investor. The main focus of this paper is to help such investors in constructing an optimal portfolio with the help of Sharpe Index Model. In this research, the scrips that have managed to constantly be a part of the NIFTY50 Index for the period of April 2011 to March 2021 have been taken into consideration. The proposed method herein leverages the excess returns to beta ratio tool to formulate the cut-off point. Those securities with greater excess returns to beta than the cut-off point ultimately form the portfolio. The proportion of investment to be made in each selected security is done basis their beta, excess returns to beta, unsystematic risk and the cut-off point. This analysis will help investors to yield more returns with reduced risk.

  IJCRT's Publication Details

  Unique Identification Number - IJCRT2107203

  Paper ID - 209880

  Page Number(s) - b651-b656

  Pubished in - Volume 9 | Issue 7 | July 2021

  DOI (Digital Object Identifier) -    http://doi.one/10.1729/Journal.27645

  Publisher Name - IJCRT | www.ijcrt.org | ISSN : 2320-2882

  E-ISSN Number - 2320-2882

  Cite this article

  Ujjwala Chitre,  Dr. Yogesh Puri,   "OPTIMAL PORTFOLIO CONSTRUCTION USING SHARPE INDEX MODEL ON NIFTY50 10 YEARS-CONSISTENT SECURITIES", International Journal of Creative Research Thoughts (IJCRT), ISSN:2320-2882, Volume.9, Issue 7, pp.b651-b656, July 2021, Available at :http://www.ijcrt.org/papers/IJCRT2107203.pdf

  Share this article

  Article Preview

  Indexing Partners

indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
Call For Paper July 2024
Indexing Partner
ISSN and 7.97 Impact Factor Details


ISSN
ISSN
ISSN: 2320-2882
Impact Factor: 7.97 and ISSN APPROVED
Journal Starting Year (ESTD) : 2013
ISSN
ISSN and 7.97 Impact Factor Details


ISSN
ISSN
ISSN: 2320-2882
Impact Factor: 7.97 and ISSN APPROVED
Journal Starting Year (ESTD) : 2013
ISSN
DOI Details

Providing A Free digital object identifier by DOI.one How to get DOI?
For Reviewer /Referral (RMS) Earn 500 per paper
Our Social Link
Open Access
This material is Open Knowledge
This material is Open Data
This material is Open Content
Indexing Partner

Scholarly open access journals, Peer-reviewed, and Refereed Journals, Impact factor 7.97 (Calculate by google scholar and Semantic Scholar | AI-Powered Research Tool) , Multidisciplinary, Monthly, Indexing in all major database & Metadata, Citation Generator, Digital Object Identifier(DOI)

indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer
indexer