The indifference of many investment practitioners to mean-variance optimization technology,
despite its theoretical appeal, is understandable in many cases. The major problem with MV …

The Financial Analysts Journal is a leading forum for sharing knowledge about investment
management. It often features academic research, but its focus has consistently been on …

In answer to the intense development of new financial products and the increasing
complexity of portfolio management theory, Portfolio Optimization and Performance Analysis …

The author suggests an alternative environmental, social, and governance (ESG) integration
framework for portfolio optimization to reflect that systematic ESG risk can account for joint …

An attempt is made here to get an insight into the idea embedded in Sharpe's single index
model and to construct an optimal portfolio empirically using this model. Taking BSE …

This research aims to examine construction of the portfolio and also to explore factor
variable affected on portfolio return. Portfolio stock derived the Elton Gruber model and …

This study aims to investigate the effects of stock selection while constructing a portfolio
using Skewness as well as the factors affecting portfolio return. This study was carried out in …

The mean-variance efficient set is used extensively in portfolio analysis and in addition
underlies many of the models and tests of asset pricing. Despite this vital role, little direct …

Purpose Motivated by the recent theoretical rehabilitation of mean-variance analysis, the
authors revisit the question of whether minimum variance (MinVar) or maximum Sharpe ratio …

In the Indian context, we have applied the Sharpe Single Index model with Elton's portfolio
optimization framework and Markowitz Portfolio Theory framework for optimizing intra and …