Construction of Optimal Portfolio Using Sharp Index Model with Special Reference to Banking, Pharmaceutical and FMCG Sectors

Balaji, SM; Edward, J

doi:10.1007/978-981-99-3366-2_11

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Hamdan

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Achieving Sustainability Through Smart Home Optimization

AlGhenaim,

Hamdan

2023

Contributions to Management Science

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Optimal Portfolio Strategies in Chinese Equity Market

Zou

2024

HBEM

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In the dynamic landscape of financial markets, the strategic construction of investment portfolios is pivotal for investors aiming to maximize returns while managing risk. This research delves into the optimization of portfolios by focusing on two key objectives: maximizing the Sharpe ratio and minimizing volatility. Through the analysis of seven representative Chinese stocks, this study introduces a forward-looking approach to portfolio construction that adapts to current market conditions. By employing a comprehensive set of descriptive statistics and a rigorous out-of-sample testing methodology, the research constructs and validates two distinct portfolios against the CSI 300 Index. The findings reveal a nuanced understanding of risk-adjusted returns and provide actionable insights for investors seeking to refine their portfolio strategies. This paper contributes to the financial management literature by offering a practical framework that addresses existing gaps and highlights the importance of incorporating market dynamics into portfolio optimization. The study's robust methodology and its application to a diverse set of stocks provide a solid foundation for future research to build upon, with the potential to enhance investment performance across varying market cycles.

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Construction of Optimal Portfolio Using Sharp Index Model with Special Reference to Banking, Pharmaceutical and FMCG Sectors

Cited by 2 publications

References 2 publications

Achieving Sustainability Through Smart Home Optimization

Achieving Sustainability Through Smart Home Optimization

Optimal Portfolio Strategies in Chinese Equity Market

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