Application of single Sharpe index on the optimal portfolio construction using Indian blue-chip stocks
Year of publication: |
2021
|
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Authors: | Rabha, Debajit ; Rajkumar Giridhari Singh |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 28.2021, 4/629, p. 135-150
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Subject: | NSE | Sharpe model | optimal portfolio | risk and risk-premium | blue-chip | securities | Theorie | Theory | Portfolio-Management | Portfolio selection | Indien | India | CAPM |
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