2.1 Cut-off Point method After applying the Sharpe’s

2.1 REVIEW OF LITERATURE 

Sl.No.

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Name of the    Author

Market Understudy

Period of Study

Methodology

Authors’ Explanation

1
 

“Dr. S Poornima & Aruna. P. Remesh”

BSE Sensex INDEX

2010-2015

Secondary Data Analysis
 

Choosing the Best Portfolio Helps Investors Reduce Investment Risk and Maximize Return on Investment

2

“Kapil Sen & CA Disha Fattawat”
 

CNX NSE Nifty index
 

Jan’10-Dec’13

Secondary
model Data Analysis from BSEIndia.com
 

Sharpe’s single-exponential model is easier and more comfortable than Markowitz’s mean variance

3
 

“Dr. Sathya Swaroop Debasish & Jakki Samir Khan”

NSE NIFTY Index

Jan’03-Nov12

Descriptive Secondary Data
Analysis and Cut-off point method
 

To analyze the opportunity which are present in terms returns concerned and the risk of investment taken into consideration

4

“Radhika Desai & Manisha Surti”
 

CNX NSE Nifty index
 

2010-2012
.

Secondary Data Analysis from NSE and RBI websites

Investing in these portfolio’s securities can be lucrative as it earns superior returns

5

“Dr. Sandip A. Vadher”
 

BSE 30

2013-2014

Analysis of Variance (ANOVA) and Cut-off Point method

After applying the Sharpe’s Model, the percentage of investment in each stock is selected on
the basis of respective weights assigned to them on the basis of Beta value, Stock movement variance, etc.

6
 

“Dr. Deepshikha Mehta”

NSE and CNX NIFTY

July’12-July’14
 

Auxiliary Study of data from NSE website

The capacity to figure out the extent of ventures to be made in each of the selected stocks and which stocks can be short offered.

7
.

“Chintan A. Shah” 

BSE15 Securities

Jan’00- March’15

Descriptive Research Design
 

Securities whose Beta value is greater than 1 are highly sensitive and have higher returns

8
 

“Mr. Sasikanta Tripathy”

BANKEX (BSE-BANK.BO)
 

April’11- March’12
 

Stationary Secondary Data Analysis
 

All the banks have positive correlation with the market returns and linear relationship between security returns and common factors.

9
 

“Dr. R. Nalini”

S&P BSE Sensex

April’06- march’11
 

Empirical Secondary data analysis
 

General economic factors and other macroeconomic factors should be taken into consideration before constructing a portfolio.

10
 

“P. Varadharajan & Ganesh”
 

Power, Shipping & Textile sector

April’06- march’11
 

Beta ratio analysis and cut-off point method
 

The complete and overall risk and return of the securities cannot be determined by just one calculation. Other factors need to be studied.

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