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Performance Evaluation of Portfolio using the Sharpe, Jensen, and Treynor Methods
2016
Scholars Journal of Economics Business and Management
This paper attempts to get an insight and to construct an optimal portfolio empirically using Sharpe"s single index model, Further, we evaluate portfolio and market returns using Sharpe, Jensen and Treynor Ratio. The study is based on secondary data collected from www.nseindia.com and www.riskcontrol.com. Taking Nifty-50 as the Market Performance Index (MPI) and considering weekly closing share prices of all the stocks for the period between 1 st January 2015 to 31st December 2015, the cut-off
doi:10.21276/sjebm.2016.3.7.4
fatcat:eoxwxij4dzfghnrx3ts2dqnaee