Optimal Portfolio Construction With Nifty Stocks
Journal Title: International Journal of Interdisciplinary and Multidisciplinary Studies (IJIMS) - Year 2014, Vol 1, Issue 4
Abstract
This paper endeavors to build an ideal portfolio by utilizing Sharpe‘s Single index model. For this reason, NSE NIFTY and all the 50 stocks where are a part of it have been utilized as business record for planning portfolio. The everyday information for all the stocks and list for the period of April 2008 to December 2013 has been gathered. The proposed model will define a special cut off point (Cut off rate of return) and chooses stocks having overabundance of their normal return over risk free rate of return surpassing this cut-off point. Rate of venture in each of chosen stocks is then settled on the support of separate weights allocated to each one stock relying upon individual beta value, stock development change unsystematic risk, return on stock and hazard free return versus the cut off rate of return. According to our findings, our optimal portfolio comprises of four stocks chose out of 50 shot recorded scripts, giving the reappearance of 0.116 %.
Authors and Affiliations
Thangjam Ravichandra
Keywords
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