The paper aims at constructing an optimal portfolio by applying Sharpe's single index model of capital asset pricing in different scenarios, one is ex ante stock price bubble scenario and stock price bubble and bubble burst is second scenario. Here we considered beginning of year 2010 as rise of...

There is a large body of literature on which assets are a good hedge against inflation. Most of these studies are concentrated on US or other developed countries. The present study has a wider focus; it examines the inflation hedging properties of three asset classes, namely common stocks, bonds...

The question whether an asset class is a good hedge against inflation is extensively investigated in the finance and economics literature; however, most of these are concentrated on stock returns from developed countries perspectives with little or no evidence on either from alternative asset...