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Please use this identifier to cite or link to this item: 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
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