Abstract
The context focus here is to construct an optimal portfolio using Sharpe’s Index Model with medium-market capitalization equity stocks listed in NSE, India. The research questions answer the risk-return profile of the midcap scrips, ideal scrips and weights for the optimal portfolio and causal explanation with reference to the benchmark index. The scrips in NSE’S Nifty Midcap Fifty form the study population with month-end closing MPS during September 2006-August 2009, as datasets. The study contributes to the literature of optimal portfolio construction by highlighting the midcap equity segment of the Indian capital market.
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