A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python
By:
Authors
R. Mallieswari
M S Ramaiah Institute of Management, Bengaluru, India
Varadharajan Palanisamy
M S Ramaiah Institute of Management, Bengaluru, India
Arthi Thangavelu Senthilnathan
Sri Ramakrishna Engineering College, Coimbatore, India
Suganya Gurumurthy
Kumaraguru College of Liberal Arts and Science, Coimbatore, India
J. Joshua Selvakumar
CHRIST University, Bangalore, India
Language: English
Page range: 113 - 127
Submitted on: Feb 5, 2024
Accepted on: May 24, 2024
Published on: May 22, 2024
Published by: Oikos Institut d.o.o.
In partnership with: Paradigm Publishing Services
Publication frequency: 3 times per year
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© 2024 R. Mallieswari, Varadharajan Palanisamy, Arthi Thangavelu Senthilnathan, Suganya Gurumurthy, J. Joshua Selvakumar, Sathish Pachiyappan, published by Oikos Institut d.o.o.
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.