Modern Portfolio Theory and Empirical Analysis

ISBN-13: 9786139460540 / Angielski / Miękka / 112 str.

Dr. Amit Kundu; Shubham Sah

Opis

Major people are interested but scared to invest in the stock market, as they are anxious about the risk involved in the market. So, they prefer to keep their money in banks and other risk-free sectors to play safe, but with the proper knowledge and calculations anyone who would like to invest can gain from the market and fulfill their desires. Now the question is where they should invest, how much to invest, when to invest, and how much risk they are bearing to earn a certain percentage of return; our study tries to answer these questions and assists an investor to take decisions. The primary objective of this research is how an investor could maximize his expected return and minimize the risk involved in his portfolio. Using the Modern Portfolio Theory various portfolios are evaluated in respect of expected return, risk and sharp ration with the target of finding out the optimal portfolio through efficient frontier, the one which has the least risk involved while maximizing the expected return, is the subject of study in this research work.

O autorze

Kundu, Dr. AmitDr. Amit Kundu is the Associate Professor of Commerce at the Cooch Behar Panchanan Barma University, West Bengal, India. He received his doctorate in Economics in 2011 from the University of North Bengal. Shubham Sah is Ph. D Scholar of Commerce at the Cooch Behar Panchanan Barma University, West Bengal, India.