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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14524
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dc.contributor.authorCh. Naveen-
dc.date.accessioned2024-03-02T06:28:02Z-
dc.date.available2024-03-02T06:28:02Z-
dc.date.issued2013-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14524-
dc.description.abstractIn this paper an attempt has been made to construct portfolio using Markowitz model. For this purpose, BSE SENSEX and its 30 blue chip companies have been considered. To construct the portfolio six years of data i.e. from January 2007 to December 2012 have been considered. Besides this an attempt has been made to test whether or not this models provides better portfolio selection decision to BSE SENSEX investors. From the 30 blue chip companies only qualified securities are considered for selection. M arkowitz two-stock model has been applied to this. An efficient frontier has been developed to find out efficient portfolios out of the possible set of portfolios. In this model we identified six efficient portfolios on its frontier.-
dc.publisherJournal of Accounting and Finance-
dc.subjectOptimum portfolio-
dc.subjectMarkowitz model-
dc.subjectNSE blue chip companies-
dc.titleApplication of Markowitz Model to BSE-
dc.volVol. 27-
dc.issuedNo. 2-
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