The study on the applicability of Sharpe Single - Index Model in our stock market
Song Xiaojie · 2003
In 1963, Sharpe raised the Single - Index Model to solve the algebraic complexity of the standard Portfolio Selection Model. The Single - Index Model was well utilized in the Western market. In order to check the effect of applying the Single - Index Model to the stock market in our country, the article made some comparison between theoretical model's portfolio and mutual fund's portfolio.