Optimal Portfolio Construction: Application of Sharpe's Single-Index Model on Dhaka Stock Exchange

Optimal Portfolio Construction: Application of Sharpe's Single-Index Model on Dhaka Stock Exchange

This study aims to find whether Sharpe's single-index model of portfolio construction offers better investment alternatives to the investors of the Dhaka Stock Exchange (DSE). For this purpose, month-ended closing price data of 178 companies listed on the DSE, the prime bourse of Bangladesh, an...

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Bibliographic Details
Main Author: Imroz Mahmud
Format: Article
Language:English
Published: Universitas Islam Malang 2019-03-01
Series:Jema: Jurnal Ilmiah Bidang Akuntansi dan Manajemen
Subjects:
Single-Index Model
Sharpe
Optimal Portfolio
Dhaka Stock Exchange
Online Access:http://riset.unisma.ac.id/index.php/jema/article/view/1736

Internet

http://riset.unisma.ac.id/index.php/jema/article/view/1736

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