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 Model
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 year 2010 as rise of sto...
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| Format: | Article |
| Language: | English |
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Masaryk University
2012-09-01
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| Series: | Financial Assets and Investing |
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| Online Access: | http://is.muni.cz/do/econ/soubory/aktivity/fai/35724989/FAI_issue2012_03_Kamal.pdf |