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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
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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.

Volume 12 (2024): Issue 2 (August 2024)
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