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Kamal, 2012 - Google Patents

Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe's single index …

Kamal, 2012

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Document ID
15388430635072199501
Author
Kamal J
Publication year
Publication venue
Available at SSRN 2236118

External Links

Snippet

The paper aims at constructing an optimal portfolio by applying Sharpe's single index model of capital asset pricing in different scenarios, one is ex ante stock price bubble scenario and stock price bubble and bubble burst is second scenario. Here we considered beginning of …
Continue reading at papers.ssrn.com (PDF) (other versions)

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