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DC Field | Value | Language |
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dc.contributor.author | CHHABRA, KARTIK | - |
dc.date.accessioned | 2022-06-24T06:28:11Z | - |
dc.date.available | 2022-06-24T06:28:11Z | - |
dc.date.issued | 2022-06 | - |
dc.identifier.uri | http://dspace.dtu.ac.in:8080/jspui/handle/repository/19189 | - |
dc.description.abstract | The purpose of this research paper is to study the importance of Mean Variance portfolio as an investor. As an investor the goal is to maximize the return while maintaining minimum risk. MVPT helps an investor in achieving the same. Data from Nifty stocks is gathered from past 5 – 6 years to determine the risk and return characteristics using R software. Return from each stock is then calculated over 1 year to determine the mean expected return and then make informed decision about stock selection. The return is calculated nder various scenarios, which include one-time investment, systematic investment, and SIP over a certain date. Return from each scenario is then compared to determine the best strategy which will help investor to increase their portfolio value. Mean-Variance portfolio technique is then used to determine various investment scenarios and weightage which needs to be put under each stock. Once that is done the same is compared with equal investment strategy to determine the effectiveness of MVPT. Return is then compared over systematic investment strategy for number of investors based on their stock selection and conclusion is made about effectiveness of building investment strategy. | en_US |
dc.language.iso | en | en_US |
dc.relation.ispartofseries | TD-5926; | - |
dc.subject | PORTFOLIO ANALYSIS | en_US |
dc.subject | NIFTY STOCKS | en_US |
dc.subject | SHARPE-RATIO | en_US |
dc.subject | SCENARIOUS | en_US |
dc.subject | ONE-TIME SCHEME | en_US |
dc.subject | SIP | en_US |
dc.title | PORTFOLIO ANALYSIS OF NIFTY STOCKS UNDER MULTIPLE SCENARIOUS & SHARPE-RATIO COMPARISON FOR VARIOUS INVESTORS UNDER SIP V/S ONE-TIME SCHEME | en_US |
dc.type | Thesis | en_US |
Appears in Collections: | MBA |
Files in This Item:
File | Description | Size | Format | |
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Kartik Chhabra MBA.pdf | 2.36 MB | Adobe PDF | View/Open |
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