http://www.ftsmodules.com/public/texts/capmtutor/chp88.2.htm Webb1. To get an insight into the idea embedded in Sharpe’s Single Index Model. 2. To construct an optimal portfolio empirically using the Sharpe’s Single Index Model. 3. To determine …
Single-Index-Modell – Wikipedia
WebbThis study uses Sharpe Single Index Model (SSIM) to construct an optimal portfolio. The sample for this study was based on the large listed Nigerian companies listed on NGSE. … The single-index model (SIM) is a simple asset pricing model to measure both the risk and the return of a stock. The model has been developed by William Sharpe in 1963 and is commonly used in the finance industry. Mathematically the SIM is expressed as: Visa mer To simplify analysis, the single-index model assumes that there is only 1 macroeconomic factor that causes the systematic risk affecting all stock returns and this factor can be represented by the rate of return on a Visa mer • Capital asset pricing model • Multiple factor models Visa mer • Sharpe, William F. (1963). "A Simplified Model for Portfolio Analysis". Management Science. 9 (2): 277–93. doi:10.1287/mnsc.9.2.277. S2CID 55778045. • P. Diksha. "Sharpe Theory of Portfolio Management". Economics Discussion. Visa mer how far is archer city from wichita falls tx
Calculation of The Cut-Off Rate Download Table - ResearchGate
WebbDownload Table Calculation of The Cut-Off Rate from publication: Optimal Portfolio Construction: Application of Sharpe's Single-Index Model on Dhaka Stock Exchange … Webb• Sharpe’s Single Index Model is very useful to construct an optimal portfolio by analyzing how and why securities are included in an optimal portfolio, with their respective weights … how far is arenal from la fortuna