Paper Contents
Abstract
This research paper investigates the construction of an optimal portfolio using Sharpes Single Index Model and the Markowitz Model. The study focuses on selected stocks from the National Stock Exchange (NSE), specifically the Nifty 50 index. The key objective is to maximize returns while minimizing risk by leveraging quantitative models. Data from June 2019 to June 2024 was analyzed using historical return data for portfolio construction. The results show that portfolios optimized with the Sharpe and Markowitz models provide different risk-return profiles, allowing investors to make informed decisions based on their risk tolerance. The study offers insights into how these models can help construct efficient portfolios that align with an investors financial goals.
Copyright
Copyright © 2024 Akshay. This is an open access article distributed under the Creative Commons Attribution License.
