Matches in SemOpenAlex for { <https://semopenalex.org/work/W1488573804> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W1488573804 abstract "In recent time people have number of investment avenues available for investment. But the important decision is to select optimum combination out of them to generate maximum return with minimizing risk.In this paper Markowitz Model is used to construct a portfolio which can generate optimum return with minimum level of risk. This model is applied on selected scripts and commodities to construct portfolios. In securities BHEL, Reliance and Satyam Computers were selected; whereas from commodities Gold, Silver and Zinc have been selected.The result of analysis tells following risk and return position for specific period of time i.e. 31st May 2007 to 24th July 2007 for different scripts and commodities.Script/Commodity Mean (%) R(Expected Return) Standard Deviationσ (Risk) RankReliance 0.08 1.06 3Satyam -0.04 1.73 6BHEL 0.73 2.21 1Zinc 0.08 1.79 4Gold 0.07 0.61 2Silver 0.01 1.16 5As BHEL from selected script and Gold from commodities appears good on the basis of their risk-return relationship, these two instruments were selected for portfolio construction. Following probable alternatives has been derived on the basis of their risk return relationships for suggestion in portfolio preparation out of selected avenues.Portfolio Proportion of Gold Proportion of BHEL Return of Portfolio Risk of PortfolioA 0.1 0.9 0.14 0.64B 0.3 0.7 0.27 0.87C 0.5 0.5 0.40 1.21D 0.7 0.3 0.53 1.60E 0.9 0.1 0.66 2.00(Note : Return is calculated for specific period and not annual return.)From above table one can select any of the portfolios according to his risk averseness or expected return." @default.
- W1488573804 created "2016-06-24" @default.
- W1488573804 creator A5027744767 @default.
- W1488573804 date "2007-01-01" @default.
- W1488573804 modified "2023-09-25" @default.
- W1488573804 title "Risk-Return Analysis of Portfolio Constructed Out of Selected Commodities and Securities" @default.
- W1488573804 doi "https://doi.org/10.2139/ssrn.2238582" @default.
- W1488573804 hasPublicationYear "2007" @default.
- W1488573804 type Work @default.
- W1488573804 sameAs 1488573804 @default.
- W1488573804 citedByCount "0" @default.
- W1488573804 crossrefType "journal-article" @default.
- W1488573804 hasAuthorship W1488573804A5027744767 @default.
- W1488573804 hasConcept C10138342 @default.
- W1488573804 hasConcept C103144560 @default.
- W1488573804 hasConcept C104946779 @default.
- W1488573804 hasConcept C106159729 @default.
- W1488573804 hasConcept C149782125 @default.
- W1488573804 hasConcept C154611145 @default.
- W1488573804 hasConcept C162118730 @default.
- W1488573804 hasConcept C162324750 @default.
- W1488573804 hasConcept C169549615 @default.
- W1488573804 hasConcept C175444787 @default.
- W1488573804 hasConcept C17744445 @default.
- W1488573804 hasConcept C183582576 @default.
- W1488573804 hasConcept C198082294 @default.
- W1488573804 hasConcept C199360897 @default.
- W1488573804 hasConcept C199539241 @default.
- W1488573804 hasConcept C26584437 @default.
- W1488573804 hasConcept C27548731 @default.
- W1488573804 hasConcept C2778348673 @default.
- W1488573804 hasConcept C2780801425 @default.
- W1488573804 hasConcept C2780821815 @default.
- W1488573804 hasConcept C30755413 @default.
- W1488573804 hasConcept C41008148 @default.
- W1488573804 hasConcept C86637286 @default.
- W1488573804 hasConcept C94625758 @default.
- W1488573804 hasConcept C9725762 @default.
- W1488573804 hasConceptScore W1488573804C10138342 @default.
- W1488573804 hasConceptScore W1488573804C103144560 @default.
- W1488573804 hasConceptScore W1488573804C104946779 @default.
- W1488573804 hasConceptScore W1488573804C106159729 @default.
- W1488573804 hasConceptScore W1488573804C149782125 @default.
- W1488573804 hasConceptScore W1488573804C154611145 @default.
- W1488573804 hasConceptScore W1488573804C162118730 @default.
- W1488573804 hasConceptScore W1488573804C162324750 @default.
- W1488573804 hasConceptScore W1488573804C169549615 @default.
- W1488573804 hasConceptScore W1488573804C175444787 @default.
- W1488573804 hasConceptScore W1488573804C17744445 @default.
- W1488573804 hasConceptScore W1488573804C183582576 @default.
- W1488573804 hasConceptScore W1488573804C198082294 @default.
- W1488573804 hasConceptScore W1488573804C199360897 @default.
- W1488573804 hasConceptScore W1488573804C199539241 @default.
- W1488573804 hasConceptScore W1488573804C26584437 @default.
- W1488573804 hasConceptScore W1488573804C27548731 @default.
- W1488573804 hasConceptScore W1488573804C2778348673 @default.
- W1488573804 hasConceptScore W1488573804C2780801425 @default.
- W1488573804 hasConceptScore W1488573804C2780821815 @default.
- W1488573804 hasConceptScore W1488573804C30755413 @default.
- W1488573804 hasConceptScore W1488573804C41008148 @default.
- W1488573804 hasConceptScore W1488573804C86637286 @default.
- W1488573804 hasConceptScore W1488573804C94625758 @default.
- W1488573804 hasConceptScore W1488573804C9725762 @default.
- W1488573804 hasLocation W14885738041 @default.
- W1488573804 hasOpenAccess W1488573804 @default.
- W1488573804 hasPrimaryLocation W14885738041 @default.
- W1488573804 hasRelatedWork W1488573804 @default.
- W1488573804 hasRelatedWork W2062909692 @default.
- W1488573804 hasRelatedWork W2069428199 @default.
- W1488573804 hasRelatedWork W2136025686 @default.
- W1488573804 hasRelatedWork W2228980554 @default.
- W1488573804 hasRelatedWork W2338669561 @default.
- W1488573804 hasRelatedWork W2414843899 @default.
- W1488573804 hasRelatedWork W4283391918 @default.
- W1488573804 hasRelatedWork W4295539469 @default.
- W1488573804 hasRelatedWork W813117829 @default.
- W1488573804 isParatext "false" @default.
- W1488573804 isRetracted "false" @default.
- W1488573804 magId "1488573804" @default.
- W1488573804 workType "article" @default.