Problem based on Markowitz Mean, Variance Analysis


Authors : Tejaswini Pradhan; Sai Jagnyaseni Rana

Volume/Issue : Volume 7 - 2022, Issue 4 - April


Google Scholar : https://bit.ly/3IIfn9N

Scribd : https://bit.ly/38diWZk

DOI : https://doi.org/10.5281/zenodo.6528153


Abstract : The aim of this paper is to analysis on Markowitz Mean Variance Portfolio Theory and test how problems can be solved by this. The related data will be taken from National Stock Exchange (NSE). This research has been applied Markowitz Model on two Listed companies of National Stock Exchange by taking the data of February 2017

Keywords : MPT, NSE, expected return, risk, diversification

The aim of this paper is to analysis on Markowitz Mean Variance Portfolio Theory and test how problems can be solved by this. The related data will be taken from National Stock Exchange (NSE). This research has been applied Markowitz Model on two Listed companies of National Stock Exchange by taking the data of February 2017

Keywords : MPT, NSE, expected return, risk, diversification

Never miss an update from Papermashup

Get notified about the latest tutorials and downloads.

Subscribe by Email

Get alerts directly into your inbox after each post and stay updated.
Subscribe
OR

Subscribe by RSS

Add our RSS to your feedreader to get regular updates from us.
Subscribe