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Portfolio creation using shareholder value creation in Indian markets

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dc.contributor.author Ramesh, B.
dc.contributor.author Borde, N.
dc.date.accessioned 2015-06-04T03:28:02Z
dc.date.available 2015-06-04T03:28:02Z
dc.date.issued 2012
dc.identifier.citation Mapping the Global Future: Evolution through Innovation and Excellence, Ed. By: Nejdet Delener, Leonora Fuxman, F. Victor Lu, Susana Rodrigues. Global Business and Technology Association, 2012; 810-817. en_US
dc.identifier.uri http://gbata.org/wp-content/uploads/2013/06/GBATA_2012_Readings_Book.pdf
dc.identifier.uri http://irgu.unigoa.ac.in/drs/handle/unigoa/2784
dc.description.abstract The empirical research uses CNXIT, an index of IT companies, as benchmark index and a sample of 256 IT companies listed, on National Stock Exchange of India. Companies are ranked in the order of shareholder value created (SVC) as measured by Pablo Fernandez Model (PFM). A portfolio is created replicating the CNXIT in terms of number of companies and their weights in the portfolio, based on their rank in SVC and portfolio riskreturn are measured . The research finds that portfolio thus, created has an ability to be a good mediator to enhance portfolio return while reducing the portfolio risk.
dc.subject Management Studies en_US
dc.subject Commerce en_US
dc.title Portfolio creation using shareholder value creation in Indian markets en_US
dc.type Book chapter en_US


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