Management Dynamics

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Portfolio Optimization using Single Index Model


 

The study here focuses on portfolio construction of mid cap companies, its optimization and throws up some important topics for further research. Issues discussed include the key inputs necessary to perform portfolio optimization, Markowitz Model, Single Index Model and the methods for evaluation of overvaluation and undervaluation of securities.
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  • Portfolio Optimization using Single Index Model

Abstract Views: 191  |  PDF Views: 131

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Abstract


The study here focuses on portfolio construction of mid cap companies, its optimization and throws up some important topics for further research. Issues discussed include the key inputs necessary to perform portfolio optimization, Markowitz Model, Single Index Model and the methods for evaluation of overvaluation and undervaluation of securities.