stdClass Object
(
    [id] => 7991
    [paper_index] => EW201805-01-002496
    [title] => DEVELOPMENT OF EFFICIENT PORTFOLIO MODEL
    [description] => <ol>
	<li>Ballestero, E., &ldquo;Approximating the Optimum Portfolio for an Investor with Particular Preferences&rdquo;, The Journal of the Operational Research Society, Vol. 49, No. 9, 1998, pp. 998-1000.</li>
	<li>Fama, E. and K.R. French, &ldquo;Multifactor Explanations of Asset Pricing Anomalies&rdquo;, The Journal of Finance, Vol. 51, No. 1, 1996, pp. 55-84.</li>
	<li>Haas, R., &ldquo;A Portfolio Model of International Capital Flows&rdquo;, The Journal of Finance, Vol. 27, No. 4, 1972, pp. 948.</li>
	<li>Lee, S. and K. Chang, &ldquo;Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan&rsquo;s Stock Market&rdquo;, Management Science, Vol. 41, No. 7, 1995, pp. 1151-1157.</li>
	<li>Markowitz, H.M., &ldquo;Portfolio Selection&rdquo;, The Journal of Finance, Vol. 7, No. 1, 1952, pp. 77-91.</li>
	<li>Panageas, S. and M.M. Westerfield, &ldquo;High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice&rdquo;, The Journal of Finance, Vol. 64, No. 1, 2009, pp. 1-36.</li>
	<li>Pellizon, L. and G. Weber, &ldquo;Are Household Portfolios Efficient? An Analysis Conditional on Housing&rdquo;, Journal of Financial and Quantitative Analysis, Vol. 43, No. 2, 2008, pp. 401-431.</li>
	<li>Polson, N.G. and B.V. Tew, &ldquo;Bayesian Portfolio Selection: An Empirical Analysis of the S&amp;P 500 Index 1970-1996&rdquo;, Journal of Business &amp; Economic Statistics, Vol. 18, No. 2, 2000, pp. 164-173.</li>
	<li>Singh, Y.P., S. Agarwal and S.L. Harilal, &ldquo;Portfolio Creation using Markowitz&rsquo;s Portfolio Selection Model Involving Equities, Commodities and Bonds in Indian Securities Market&rdquo;, Euro-Mediterranean Economics and Finance Review, Vol. 3, No. 3, 2008, pp. 212-236.</li>
	<li>Treynor, J.L., &ldquo;How to Rate Management of Investment Funds&rdquo;, Harvard Business Review, Vol. 43, No. 1, 1965, pp. 63-75.</li>
	<li>Markowitz, H.M., &ldquo;Portfolio Selection: Efficient Diversification of Investments&rdquo;, John Wiley and Sons Inc., New York, 1959.</li>
	<li>Fischer, D.E. and R.J. Jordan, &ldquo;Security Analysis and Portfolio Management&rdquo;, Prentice-Hall of India, 6th Edition, Delhi, 2002.</li>
</ol>

<p>&nbsp;</p>

    [author] => Dr. R. Sathya
    [googlescholar] => https://scholar.google.co.in/citations?user=KeqZGcIAAAAJ&hl=en
    [doi] => 
    [year] => 2018
    [month] => May
    [volume] => 6
    [issue] => 5
    [file] => eprapub/EW201805-01-002496.pdf
    [abstract] => <p>An investor while selecting portfolio with the objective of minimisation of risk and high return faced various constraints like dividend, good return, earning per share, company and industrial diversification and also he wants sufficient liquidity etc. An attempt is made to incorporate various relevant factors for developing and testing of efficient portfolio model for construction of portfolio. Secondary data is used for the companies listed in Nifty 50 index. Regression analysis, granger causality test, portfolio optimisation is undertaken for the formation of portfolio and evaluated by Sharpe and Treynor ratio. It is found that as compared to market trend portfolio, Proposed portfolio model performed better.</p>

<p><strong>KEY WORDS:</strong> Portfolio, earning per share, dividend, diversification, liquidity.</p>

    [keywords] => 
    [doj] => 
    [hit] => 1401
    [status] => 
    [award_status] => P
    [orderr] => 13
    [journal_id] => 4
    [googlesearch_link] => 
    [edit_on] => 
    [is_status] => 1
    [journalname] => EPRA International Journal of Economic and Business Review(JEBR)
    [short_code] => IJES
    [eissn] => 2347-9671 (O), 2349-0187(P)
    [pissn] => 
    [home_page_wrapper] => images/products_image/12.JEBR.png
)
Error fetching PDF file.