{"title":"最优组合投资策略:基于马科维茨模型的印度股市投资组合选择","authors":"Biswajit Rout, Jayakrushna Panda","doi":"10.5958/2231-0657.2015.00009.9","DOIUrl":null,"url":null,"abstract":"A number of investment strategies designed to maximise portfolio growth are tested on a long run Indian equity market. The application of the optimal portfolio techniques produces impressive rate of growth, despite the assumptions of normality. Optimal portfolios are constructed by rebalancing the portfolio weights of four indices and 10 sectors of National stock exchange indices (NIFTY). Purpose – The purpose of this paper is to examine the optimality of the portfolio in the NSE and examine hypothesis of the application of efficient market. Research limitations/implications – Thesample of stocks isnot large in spiteof its comprehensiveness fromthelocal stock market aspect.","PeriodicalId":268303,"journal":{"name":"Siddhant- A Journal of Decision Making","volume":"50 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Optimal Portfolio Investment Strategy: Portfolio Selection in Indian Stock Market Using the Markowitz Model\",\"authors\":\"Biswajit Rout, Jayakrushna Panda\",\"doi\":\"10.5958/2231-0657.2015.00009.9\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A number of investment strategies designed to maximise portfolio growth are tested on a long run Indian equity market. The application of the optimal portfolio techniques produces impressive rate of growth, despite the assumptions of normality. Optimal portfolios are constructed by rebalancing the portfolio weights of four indices and 10 sectors of National stock exchange indices (NIFTY). Purpose – The purpose of this paper is to examine the optimality of the portfolio in the NSE and examine hypothesis of the application of efficient market. Research limitations/implications – Thesample of stocks isnot large in spiteof its comprehensiveness fromthelocal stock market aspect.\",\"PeriodicalId\":268303,\"journal\":{\"name\":\"Siddhant- A Journal of Decision Making\",\"volume\":\"50 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Siddhant- A Journal of Decision Making\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.5958/2231-0657.2015.00009.9\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Siddhant- A Journal of Decision Making","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5958/2231-0657.2015.00009.9","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Optimal Portfolio Investment Strategy: Portfolio Selection in Indian Stock Market Using the Markowitz Model
A number of investment strategies designed to maximise portfolio growth are tested on a long run Indian equity market. The application of the optimal portfolio techniques produces impressive rate of growth, despite the assumptions of normality. Optimal portfolios are constructed by rebalancing the portfolio weights of four indices and 10 sectors of National stock exchange indices (NIFTY). Purpose – The purpose of this paper is to examine the optimality of the portfolio in the NSE and examine hypothesis of the application of efficient market. Research limitations/implications – Thesample of stocks isnot large in spiteof its comprehensiveness fromthelocal stock market aspect.
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