000			01141npc a2200157Ia 4500
008			140613s2013 xx 000 0 und d
060			_a332.6322
100			_aNAVEEN, CH
245			_aApplication of Markowitz model of BSE
260			_c2013
300			_a73-84
520			_aIn 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.
653			_aSTOCK MARKET
773			_oP15174 _nM _933549 _011224 _tJournal of Accounting and Finance
942			_2ddc _cARTCL
999			_c12336 _d12336