Project Proposal
COURSE TITLE:
BUSINESS RESEARCH METHODOLOGY
RESEARCH PROPOSAL ON:
“Portfolio Analysis of Commercial Banks Investment on Share Market”
SUBMITTED TO:
DR. MD. RAFIQUL ISLAM
PROFESSOR
DEPARTMENT OF BANKING,
FACULTY OF BUSINESS STUDIES,
SUBMITTED BY:
DEWAN ABDUL KADER ZILANI
EMBA, 09TH BATCH, ROLL: 50609037
DEPARTMENT OF BANKING
FACULTY OF BUSINESS STUDIES
UNIVERSITY OF DHAKA
DATE OF SUBMISSION : March 7, 2011
Research Proposal
Title : Portfolio Analysis of Commercial Banks Investment on Share Market
Researcher : Dewan Abdul Kader Zilani
Supervisor : Professor Dr. Md. Rafiqul Islam
Background of the Study
This research paper presents the mathematical procedure that is used to determine optimum portfolio for investors. This is a comparative study of four major banks i.e. AB Bank Ltd, Agrani bank Ltd, IFIC bank Ltd, and Janata Bank Ltd. We know that, before Markowitz’s scientific procedure, commonsense guidelines are used by investors. But having a set of efficient portfolio’s by researcher, institutional investor’s decisions are passing through a framework of portfolio analysis. The impact of and consideration of those decisions are addressed by this research paper. We know, As per Bank company act 1991, a bank cannot own shares more than 10 percent of its liabilities. Therefore, recent share market’s turmoil situation and its impact is visualized through portfolio analysis of some commercial banks. Both merchant bank portfolio and direct invest portfolio is taken as input to analysis. Data has been collected through Annual reports. Then various statistical tools have been used accordingly to compile the result.
.
Research Objectives
The paper aims to examine the following specific objectives: I. To compare Market Return Vs Securities Return i,e: Rate of Return statistics.
II. To compare of Market Variance & Securities Variance i,e: Risk Statistics
III. To figure out Correlation between General Index and some
BUSINESS RESEARCH METHODOLOGY
RESEARCH PROPOSAL ON:
“Portfolio Analysis of Commercial Banks Investment on Share Market”
SUBMITTED TO:
DR. MD. RAFIQUL ISLAM
PROFESSOR
DEPARTMENT OF BANKING,
FACULTY OF BUSINESS STUDIES,
SUBMITTED BY:
DEWAN ABDUL KADER ZILANI
EMBA, 09TH BATCH, ROLL: 50609037
DEPARTMENT OF BANKING
FACULTY OF BUSINESS STUDIES
UNIVERSITY OF DHAKA
DATE OF SUBMISSION : March 7, 2011
Research Proposal
Title : Portfolio Analysis of Commercial Banks Investment on Share Market
Researcher : Dewan Abdul Kader Zilani
Supervisor : Professor Dr. Md. Rafiqul Islam
Background of the Study
This research paper presents the mathematical procedure that is used to determine optimum portfolio for investors. This is a comparative study of four major banks i.e. AB Bank Ltd, Agrani bank Ltd, IFIC bank Ltd, and Janata Bank Ltd. We know that, before Markowitz’s scientific procedure, commonsense guidelines are used by investors. But having a set of efficient portfolio’s by researcher, institutional investor’s decisions are passing through a framework of portfolio analysis. The impact of and consideration of those decisions are addressed by this research paper. We know, As per Bank company act 1991, a bank cannot own shares more than 10 percent of its liabilities. Therefore, recent share market’s turmoil situation and its impact is visualized through portfolio analysis of some commercial banks. Both merchant bank portfolio and direct invest portfolio is taken as input to analysis. Data has been collected through Annual reports. Then various statistical tools have been used accordingly to compile the result.
.
Research Objectives
The paper aims to examine the following specific objectives: I. To compare Market Return Vs Securities Return i,e: Rate of Return statistics.
II. To compare of Market Variance & Securities Variance i,e: Risk Statistics
III. To figure out Correlation between General Index and some
References: I] Kothari CR(2005),’Research Methodology, Methods & Techniques(2nd Edition), New Age International (P) Limited, New Delhi, India. II] Malhotra NK(2007-2008), ‘Marketing Research (5th Edition)’, Prentice-Hall of India Private Limited, New Delhi, India. III] Robert S.Hamada (1969), “Portfolio Analysis, Market equilibrium and Corporate Finance”, The Journal of Finance, Vol 24, No 1 (Mar, 1969), pp 13-31 IV] Eugene F. Fama (1965),“Portfolio analysis in a Stable Paretian Market”Management Science , Vol 11, No 3 (1965) V] C. Gourieroux, J.P.Laurent & O.Scaillet (2000), “Sensitivity analysis at Value at Risk”, Journal of Empirical Finance 7(2000),pp 225-245 VI] www.abbank.com.bd VII] www.agranibank.org VIII] www.janatabank-bd.com