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ISSN Approved Journal No: 2456-3315 | Impact factor: 8.14 | ESTD Year: 2016
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Impact Factor : 8.14
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| Paper Title: | Cultivating Portfolio Excellence: Utilizing Sharpe`s Single Index Model for Constructing Optimal Investment Portfolios - An Extensive Examination of the 30 Premier Stocks in the BSE Sensex. |
| Authors Name: | Mr. Ankit Agarwal , Mr. Md. Quamber Raza , Dr. Divyesh Kumar |
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IJRTI_188038
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| Published Paper Id: | IJRTI2309026 |
| Published In: | Volume 8 Issue 9, September-2023 |
| DOI: | |
| Abstract: | Investing has become an integral part of both individual and institutional financial strategies. However, due to the complex and multifaceted nature of the investment landscape, many investors often rely on brokerage firms for portfolio construction, particularly when they lack comprehensive knowledge in this domain. Given the expansive array of investment options, each carrying varying degrees of risk, this research study focuses on the intricacies of constructing an equity portfolio utilizing the SENSEX 30 stocks listed on the Bombay Stock Exchange (BSE). The primary objective of this paper is to elucidate the application of Sharpe's Single Index model as a pivotal tool for the creation of optimal investment portfolios. This study meticulously examines the behavior of the 30 constituent companies within the SENSEX 30 index, scrutinizing their historical stock price movements over the past decade, with a specific focus on monthly closing prices. The insights derived from this research hold significant value for both professional fund managers and individual investors alike, serving as a valuable resource for informed decision-making in the realm of equity investments. |
| Keywords: | Systematic Risk, Unsystematic Risk, Portfolio Beta, Excess Returns, Portfolio construction, Equity investments, Sharpe's Single Index model, Asset allocation |
| Cite Article: | "Cultivating Portfolio Excellence: Utilizing Sharpe`s Single Index Model for Constructing Optimal Investment Portfolios - An Extensive Examination of the 30 Premier Stocks in the BSE Sensex.", International Journal of Science & Engineering Development Research (www.ijrti.org), ISSN:2455-2631, Vol.8, Issue 9, page no.182 - 187, September-2023, Available :http://www.ijrti.org/papers/IJRTI2309026.pdf |
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| ISSN: |
2456-3315 | IMPACT FACTOR: 8.14 Calculated By Google Scholar| ESTD YEAR: 2016 An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 8.14 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator |
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Published Paper ID: IJRTI2309026
Registration ID:188038
Published In: Volume 8 Issue 9, September-2023
DOI (Digital Object Identifier):
Page No: 182 - 187 Country: Bengaluru, Karnataka, India Research Area: Management Publisher : IJ Publication Published Paper URL : https://www.ijrti.org/viewpaperforall?paper=IJRTI2309026 Published Paper PDF: https://www.ijrti.org/papers/IJRTI2309026 |
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ISSN: 2456-3315
Impact Factor: 8.14 and ISSN APPROVED,
Journal Starting Year (ESTD) : 2016
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