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A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python Cover

A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python

ECONOMICS
Volume 12 (2024): Issue 2 (August 2024)
By: R. Mallieswari,  Varadharajan Palanisamy,  Arthi Thangavelu Senthilnathan,  Suganya Gurumurthy,  J. Joshua Selvakumar and  Sathish Pachiyappan  
Open Access
|May 2024

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

Sathish Pachiyappan

sathish.p@christuniversity.in

CHRIST University, Bangalore, India
DOI: https://doi.org/10.2478/eoik-2024-0014 | Journal eISSN: 2303-5013 | Journal ISSN: 2303-5005
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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 issues per year
Keywords:
Return,
Risk,
Efficient Frontier,
Markowitz Monte Carlo,
Pharma index,
Correlation
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Public finance and fiscal theory

© 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.

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