Stock Market Portfolio Management: A Walk-through

Dr. Jayeshkumar Madhubhai Patel
2019 Figshare  
Stock market portfolio management has remained successful in drawing attention of number of researchers from the fields of computer science, finance and mathematics all around the world since years. Successfully managing stock market portfolio is the prime concernfor investors and fund managers in the financial markets. This paper is aimed to provide a walk-through to the stock market portfolio management. This paper deals with questions like what is stock market portfolio, how to manage it,
more » ... ow to manage it, what are the objectives behind managing it, what are the challenges in managing it. As each coin has two sides, each portfolio has two elements – risk and return. Regarding this, Markowitz's Modern Portfolio Theory, or Risk-Return Model, to manage portfolio is analyzed in detail along with its criticisms, efficient frontier, and suggested state-of-the-art enhancements in terms of various constraints and risk measures. This paper also discusses other models tomanage stock market portfolio such as Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) Model.
doi:10.6084/m9.figshare.7824881.v1 fatcat:f33nel6545ajndaolkaqnyc32m