Design of Portfolio using Multivariate Analysis

Dr. S. V. Ramana Rao
Dr. S. V. Ramana Rao
Nagendra Marisetty
Nagendra Marisetty
B. Lohith Kumar
B. Lohith Kumar

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Design of Portfolio using Multivariate Analysis

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References

19 Cites in Article
  1. Abbas Valadkhani (2008). A factor analysis of international portfolio diversification.
  2. Alan Harper,Zhenhu Jin (2012). Comovements and Stock Market Integration between India and its top trading partners: A Multivariate analysis of International Portfolio Diversification.
  3. Jorg Bley (2007). How Homogeneous are the Stock Markets of the Middle East and North Africa.
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  5. Werner Debondt,William Forbes,Paul Hamalainen,Yaz Gulnur Muradoglu (2001). What can behavioural finance teach us about finance?.
  6. Komlavi Elubueni,Assidenou (2011). Cointegration of Major Stock Market Indices during the 2008 Global Financial Distress.
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  8. Maran Marimuthu (2010). The Co-Movements of the Regional Stock Markets and Some Implications on Risk Diversification.
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  11. Preeti Sharma (2011). Asian emerging economies and united states of America: Do they offer a diversification benefit?.
  12. Rajesh Chakrabarti Co-movements among National Stock Markets in a Region: A Comparison of Asia and Europe.
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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Dr. S. V. Ramana Rao. 2022. \u201cDesign of Portfolio using Multivariate Analysis\u201d. Global Journal of Management and Business Research - A: Administration & Management GJMBR-A Volume 21 (GJMBR Volume 21 Issue A12).

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Analytical, portfolio, research, finance, academic, multivariate, design, methods.
Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

Keywords
Classification
GJMBR-A Classification JEL Code: M19
Version of record

v1.2

Issue date
January 3, 2022

Language
en
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Design of Portfolio using Multivariate Analysis

Dr. S. V. Ramana Rao
Dr. S. V. Ramana Rao
Nagendra Marisetty
Nagendra Marisetty
B. Lohith Kumar
B. Lohith Kumar

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