STUDY COURSE TITLE:
BUSINESS RESEARCH METHOD
RESEARCH PROPOSAL ON:
" Portfolio Analysis of Commercial Financial institutions Investment in Share Market”
DR . MARYLAND. RAFIQUL ISLAM
SECTION OF BANK,
FACULTY OF BUSINESS STUDIES,
SUBMITTED BY SIMPLY:
DEWAN ABDUL KADER ZILANI
EMBA, 09TH BATCH, ROLL: 50609037
OFFICE OF BANKING
FACULTY OF BUSINESS RESEARCH
UNIVERSITY OF DHAKA
DATE OF SUBMISSION: March six, 2011
Title: Portfolio Research of Commercial Banking companies Investment about Share Industry Researcher: Dewan Abdul Kader Zilani
Supervisor: Professor Dr . Md. Rafiqul Islam
Background of the Examine
This exploration paper presents the mathematical procedure which is used to determine the best possible portfolio pertaining to investors. This is certainly a comparative study of 4 major banks i. electronic. AB Traditional bank Ltd, Agrani bank Ltd, IFIC bank Ltd, and Janata Financial institution Ltd. We can say that, before Markowitz's scientific procedure, commonsense suggestions are used by simply investors. Yet having a group of efficient portfolio's by specialist, institutional investor's decisions are passing through a framework of portfolio evaluation. The impact of and account of those decisions are dealt with by this research paper. We understand, As per Lender company action 1991, a bank cannot own stocks more than 10 percent of their liabilities. Therefore , recent share market's uncertainty situation as well as its impact can be visualized through portfolio evaluation of some commercial banking institutions. Both service provider bank stock portfolio and direct invest profile is taken as input to analysis. Info has been gathered through Annual reports. After that various record tools have already been used consequently to put together the result.
The paper should examine the next specific objectives: I. To compare Marketplace Return Versus Securities Go back i, e: Rate of Return statistics. II. To compare of Market Difference & Investments Variance i, e: Risk Statistics 3. To figure out Relationship between Standard Index and a few selected Securities
A book entitled Security Examination in 1934 was viewed as the 1st major work in the discipline of Security Analysis. From then on several investigator tried to assess Portfolio from different perspective.
Markowitz offered analytical equipment for the analysis and selection of the perfect portfolio. His work was extended simply by william Sharpe, John Linter and January Mossin through developing Capital Asset Charges Model (CAPM). Robert H. Hamada (1969) in " Portfolio Analysis, Market equilibrium and Corporate Finance ” produced the three offrande using the standard deviation-mean profile model in a market balance context. Eugene F. Reputacion (1965) in " Collection analysis within a Stable Paretian Market” produced a Collection Analysis Style using generalized form of a technique proposed by simply Sharpe. He also displays the range of conditions under which diversity is a important economic activity, even though possibility distributions of returns on individual securities have endless variances. Campbell, Grossman, & Wang, 93; Lo & Wang, 2000 relate come back on stock portfolio to trading volume in certain recent research. Robert F. Stambaugh (1966) in " Analyzing Opportunities whose chronicles differ in length” shows multivariate techniques for investment analysis based on go back histories that differ in length across assets. Gordon T. Alexander & Alexandre M. Baptista, 2k in " Economic implications of Utilizing a Mean-VaR Version for portfolio selection: An evaluation with Imply variance Examination. ” suggest that the risk coverage of a very risk-averse agent, as tested by standard deviation, raises as when he decides to work with VaR as the relevant measure of risk.
Characteristics of the Analysis:
This analysis can be treated since casual research. Here the correlation involving the variables can be examined within a relatively managed environment.
Type of Data
No primary info would be necessary in this analyze.
References: I] Kothari CR(2005), 'Research Methodology, Strategies & Techniques(2nd Edition), Modern age International (P) Limited, New Delhi, India.
II] Malhotra NK(2007-2008), ‘Marketing Analysis (5th Edition)', Prentice-Hall of India Non-public Limited, New Delhi, India.
III] Robert T. Hamada (1969), " Collection Analysis, Marketplace equilibrium and Corporate Finance”, The Journal of Finance, Vol 24, Not any 1 (Mar, 1969), pp 13-31
IV] Eugene F. Celebridad (1965), " Portfolio research in a Secure Paretian Market”Management Science, Vol 11, Simply no 3 (1965)
V] C. Gourieroux, J. S. Laurent & O. Scaillet (2000), " Sensitivity examination at Worth at Risk”, Journal of Empirical Fund 7(2000), pp 225-245