Application of Markowitz model of BSE
NAVEEN, CH
Application of Markowitz model of BSE - 2013 - 73-84
In this paper an attmept 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 December2012 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 forselection. Markowitz two stock model has been applied to this. An efficient frontier has been developed to find out efficient protfolios ou of the possible set of portfolios. In this model we identified six efficient portfolios on its frontier.
STOCK MARKET
332.6322
Application of Markowitz model of BSE - 2013 - 73-84
In this paper an attmept 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 December2012 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 forselection. Markowitz two stock model has been applied to this. An efficient frontier has been developed to find out efficient protfolios ou of the possible set of portfolios. In this model we identified six efficient portfolios on its frontier.
STOCK MARKET
332.6322