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https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14451
Title: | Portfolios from BSE 500 using CAPM |
Authors: | Saurabh Agarwal Niraj Kumar |
Keywords: | Valuation Portfolio Investment Decision Wealth Management Equities Ri. and Return Diversification Indian Capital Market |
Issue Date: | 2009 |
Publisher: | Journal of Accounting and Finance |
Abstract: | The study tries to practically use the widely taught Capital Asset Pricing Model (CAPA for making investment decisions on Bombay Stock Exchange (BSE)- 500 Index Usir CAPM, the study tries to investigate whether securities on BSE 500 are over-valued, proper valued or under-valued The study also tries to understand that whether undervalued equiti belong to a particular industrial sector or diversified sectors enabling creation of a diversifii portfolio. A novel way of creating portfolios using systematic risk as weight has been discusst towards the end of the paper. |
URI: | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14451 |
Appears in Collections: | Articles to be qced |
Files in This Item:
File | Size | Format | |
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Portfolios from BSE 500 usins CAPM.pdf Restricted Access | 521.46 kB | Adobe PDF | View/Open Request a copy |
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