Srusti Management Review

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Risk Management: The Relevance of Markowitz theory in Portfolio Management

Year	2012
Volume/Issue/Review Month	Vol. - V \| Issue I \| Jan
Title	Risk Management: The Relevance of Markowitz theory in Portfolio Management
Authors	Dr. M. Jayasree , K.Bhavana Raj , Dr. Sindhu
Broad area	Risk Management: The Relevance of Markowitz theory in Portfolio Management
Abstract	A portfolio is a group of financial assets such as stocks, bonds and cash equivalents, as well as their mutual, exchange-traded and closed-fund counterparts. Portfolios are held directly by investors and/or managed by financial professionals. Portfolio management is the art and science of making decisions about investment mix and policy, matching investments to objectives, asset allocation for individuals and institutions, and balancing risk against performance. The present study attempts to identify optimal portfolio which promises maximum returns for given risk by applying the Markowitz model. The study considers securities of Pharmaceutical and automobile industry in India and attempts to understand by applying the model the selection of optimal portfolio.
Description	A portfolio is a group of financial assets such as stocks, bonds and cash equivalents, as well as their mutual, exchange-traded and closed-fund counterparts. Portfolios are held directly by investors and/or managed by financial professionals. Portfolio ma
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