Application of Markowitz and Sharpe Models in Nepalese Stock

Authors

  • Dr. Rajan Bahadur Paudel Public Youth Campus, Tribhuvan University
  • Sujan Koirala Public Youth Campus

DOI:

https://doi.org/10.3126/jnbs.v3i1.480

Keywords:

portfolio, Nepalese Stock Markets, Markowitz and Sharpe model

Abstract

ABSTRACT The purpose of this article is to test whether or not Markowitz and Sharpe models of portfolio selection offer better investment alternatives to Nepalese investors. It has been done by applying those models in a sample of 30 stocks traded in Nepalese stock market. The study finds that the application of these elementary models developed about a half century ago offer better options for making decision in the choice of optimal portfolios in Nepalese stock market. Journal of Nepalese Business Studies 2006/III/1 pp. 18-35

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Author Biographies

Dr. Rajan Bahadur Paudel, Public Youth Campus, Tribhuvan University

Reader Public Youth Campus Tribhuvan University Kathmandu

Sujan Koirala, Public Youth Campus

Research Student Public Youth Campus TU

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Published

2007-03-27

How to Cite

Paudel, D. R. B., & Koirala, S. (2007). Application of Markowitz and Sharpe Models in Nepalese Stock. Journal of Nepalese Business Studies, 3(1), 18–35. https://doi.org/10.3126/jnbs.v3i1.480

Issue

Vol. 3 No. 1 (2006)

Section

Articles

License

This license allows reusers to distribute, remix, adapt, and build upon the material in any medium or format, so long as attribution is given to the creator. The license allows for commercial use.