Optimal portfolio construction for NSE Nifty using linear programming & Sharpe Single Index Model
Dr. Rakesh Shahani, Vijay Swami and Roshan Kumar
| Year of publication: |
2018
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|---|---|
| Authors: | Shahani, Rakesh ; Swami, Vijay ; Kumar, Roshan |
| Published in: |
GITAM journal of management : a quarterly publication of GITAM Institute of Management. - Visakhapatnam, ISSN 0972-740X, ZDB-ID 2813773-5. - Vol. 16.2018, 2, p. 17-33
|
| Subject: | Sharpe Single Index | Cutoff "C" | NIFTY | Diversification | Linear Programming | Quadratic Programming | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Indien | India |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012024917