Matches in SemOpenAlex for { <https://semopenalex.org/work/W4313238885> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W4313238885 endingPage "59" @default.
- W4313238885 startingPage "39" @default.
- W4313238885 abstract "Portfolio construction is the process of choosing securities with the lowest possible risk in order to get the highest returns. A risk and return analysis are the trade-off between aids in portfolio creation. The study aims to formulate portfolio based on assessment of volatility. Exploratory research is being undertaken. For the analysis, S&P BSE listed 30 companies are considered. The data during 2017-2022 is collected from secondary sources. Using the Beta, a volatility measure, all 30 companies are divided into three portfolios. Hypothesis was tested. And Sharpe’s, Treynor’s and Jensen’s Performance Measure were calculated and Portfolio’s were ranked. It is reported that, P3 has outperformed during the years. It is concluded that when volatility < 0.5, there is no significant impact of volatility on portfolio performance whereas the portfolio with volatility more than one has reported significant impact of volatility on its performance." @default.
- W4313238885 created "2023-01-06" @default.
- W4313238885 creator A5017056288 @default.
- W4313238885 creator A5023142242 @default.
- W4313238885 creator A5055002851 @default.
- W4313238885 date "2022-01-01" @default.
- W4313238885 modified "2023-10-16" @default.
- W4313238885 title "Risk-return Analysis and Portfolio Construction of S&P BSE-30 Listed Companies" @default.
- W4313238885 cites W1714264005 @default.
- W4313238885 cites W1992146962 @default.
- W4313238885 cites W2012637053 @default.
- W4313238885 cites W2030633925 @default.
- W4313238885 cites W2042785260 @default.
- W4313238885 cites W2057970443 @default.
- W4313238885 cites W2096226179 @default.
- W4313238885 cites W2147852847 @default.
- W4313238885 cites W2221832056 @default.
- W4313238885 cites W2508573157 @default.
- W4313238885 cites W2570347784 @default.
- W4313238885 cites W2592909022 @default.
- W4313238885 cites W2616154853 @default.
- W4313238885 cites W2800297885 @default.
- W4313238885 cites W2890851606 @default.
- W4313238885 cites W2996738459 @default.
- W4313238885 cites W3021651331 @default.
- W4313238885 cites W3122301309 @default.
- W4313238885 cites W3158101477 @default.
- W4313238885 cites W4285135981 @default.
- W4313238885 cites W875328144 @default.
- W4313238885 doi "https://doi.org/10.17492/jpi.mudra.v9i2.922203" @default.
- W4313238885 hasPublicationYear "2022" @default.
- W4313238885 type Work @default.
- W4313238885 citedByCount "0" @default.
- W4313238885 crossrefType "journal-article" @default.
- W4313238885 hasAuthorship W4313238885A5017056288 @default.
- W4313238885 hasAuthorship W4313238885A5023142242 @default.
- W4313238885 hasAuthorship W4313238885A5055002851 @default.
- W4313238885 hasBestOaLocation W43132388851 @default.
- W4313238885 hasConcept C104946779 @default.
- W4313238885 hasConcept C106159729 @default.
- W4313238885 hasConcept C139938925 @default.
- W4313238885 hasConcept C144133560 @default.
- W4313238885 hasConcept C149782125 @default.
- W4313238885 hasConcept C162118730 @default.
- W4313238885 hasConcept C162324750 @default.
- W4313238885 hasConcept C202655437 @default.
- W4313238885 hasConcept C21099588 @default.
- W4313238885 hasConcept C2780821815 @default.
- W4313238885 hasConcept C44723521 @default.
- W4313238885 hasConcept C67051015 @default.
- W4313238885 hasConcept C91602232 @default.
- W4313238885 hasConcept C9725762 @default.
- W4313238885 hasConceptScore W4313238885C104946779 @default.
- W4313238885 hasConceptScore W4313238885C106159729 @default.
- W4313238885 hasConceptScore W4313238885C139938925 @default.
- W4313238885 hasConceptScore W4313238885C144133560 @default.
- W4313238885 hasConceptScore W4313238885C149782125 @default.
- W4313238885 hasConceptScore W4313238885C162118730 @default.
- W4313238885 hasConceptScore W4313238885C162324750 @default.
- W4313238885 hasConceptScore W4313238885C202655437 @default.
- W4313238885 hasConceptScore W4313238885C21099588 @default.
- W4313238885 hasConceptScore W4313238885C2780821815 @default.
- W4313238885 hasConceptScore W4313238885C44723521 @default.
- W4313238885 hasConceptScore W4313238885C67051015 @default.
- W4313238885 hasConceptScore W4313238885C91602232 @default.
- W4313238885 hasConceptScore W4313238885C9725762 @default.
- W4313238885 hasIssue "2" @default.
- W4313238885 hasLocation W43132388851 @default.
- W4313238885 hasOpenAccess W4313238885 @default.
- W4313238885 hasPrimaryLocation W43132388851 @default.
- W4313238885 hasRelatedWork W1542602312 @default.
- W4313238885 hasRelatedWork W1980264862 @default.
- W4313238885 hasRelatedWork W2434630139 @default.
- W4313238885 hasRelatedWork W2620532824 @default.
- W4313238885 hasRelatedWork W3046351041 @default.
- W4313238885 hasRelatedWork W3092495083 @default.
- W4313238885 hasRelatedWork W3169974179 @default.
- W4313238885 hasRelatedWork W3212685299 @default.
- W4313238885 hasRelatedWork W4313238885 @default.
- W4313238885 hasRelatedWork W4322155118 @default.
- W4313238885 hasVolume "9" @default.
- W4313238885 isParatext "false" @default.
- W4313238885 isRetracted "false" @default.
- W4313238885 workType "article" @default.