Skip to main content

A Survey of Portfolio Optimization with Emphasis on Investments Made by Housewives in Popular Portfolios

  • Chapter
  • First Online:
Strategic System Assurance and Business Analytics

Part of the book series: Asset Analytics ((ASAN))

  • 1108 Accesses

Abstract

The paper aims at an investor who is pre-dominantly risk-averse and is not adoptive to broad allocation of investment due to lack of knowledge and adventurism. It aims at utilizing mathematical tools of portfolio optimization to simple and popular investments of housewives. After a two-stage process involving observations and analysis of the returns on investments made by housewives, an optimal choice of portfolio is suggested for them.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 149.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 199.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 199.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Markowitz H (1952) Portfolio selection. J Financ 7(1):77–91

    Google Scholar 

  2. Markowitz HM (1999) The early history of portfolio theory: 1600–1960. Financ Anal J 55(4):5–16

    Article  Google Scholar 

  3. Hatemi JA, El-Khatib Y (2015) Portfolio selection: an alternative approach. Econ Lett 135:424–427

    Article  Google Scholar 

  4. Sharpe WF (1994) The sharpe ratio. J Portf Manag 21(1):49–58

    Article  Google Scholar 

  5. Lorentz P (2012) A modified sharpe ratio based portfolio optimization. Master of science thesis. Royal Institute of Technology, School of Engineering Sciences, Sweden

    Google Scholar 

  6. Tsuil LK, Chadam J (2008) Portfolio optimization. In: Proceedings of the 2nd Fields–MITACS industrial problem-solving workshop

    Google Scholar 

  7. Sinha R, Tripathi PK (2017) A comparison of Markowitz and sharpe’s model of portfolio analysis. Wealth: Int J Money, Bank Financ 6(1):18–24

    Google Scholar 

  8. Luenberger DG (1998) Investment science. Oxford University Press

    Google Scholar 

  9. Brown R (2012) Analysis of investments and management of portfolios. Cengage Learn

    Google Scholar 

  10. Historic prices of stocks and indices—Moneycontrol. Available at https://www.moneycontrol.com/stocks/histstock.php

  11. Gold Price in Indian Rupee—Ycharts. Available at https://ycharts.com/indicators/gold_price_in_indian_rupee

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Renu Tuli .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2020 Springer Nature Singapore Pte Ltd.

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Sharma, S., Tuli, R. (2020). A Survey of Portfolio Optimization with Emphasis on Investments Made by Housewives in Popular Portfolios. In: Kapur, P.K., Singh, O., Khatri, S.K., Verma, A.K. (eds) Strategic System Assurance and Business Analytics. Asset Analytics. Springer, Singapore. https://doi.org/10.1007/978-981-15-3647-2_24

Download citation

Publish with us

Policies and ethics