ICIEMS 2015

International Conference on Information Engineering, Management and Security 2015

 


ICIEMS 2015 Kokula Krishna Hari K
Publication Meta Value
Short Title ICIEMS 2015
Publisher ASDF, India
ISBN 13 978-81-929742-7-9
ISBN 10 81-929742-7-8
Language English
Type Hard Bound - Printed Book
Copyrights ICIEMS Organizers / DCRC, London, UK
Editor-in-Chief Kokula Krishna Hari K
Conference Dates 13 - 14, August 2015
Venue Country IITM-RP, Chennai, India
Submitted Papers 410
Acceptance Rate 4.11%
Website www.iciems.in

Paper 013


Portfolio Graph: Risk Vs. Return Trade Off

Portfolio Graph: Risk Vs. Return Trade Off

Tuhin Mukherjee1, Gautam Mitra2

1Department of Business Administration, University of Kalyani, WB, Nadia, India, 2Department of Business Administration, University of Burdwan, WB, Burdwan, India

Abstract

Due to possibility of high return, investment in stock is a challenging task for research community not only in finance but also in other disciplines of applied science and engineering. In this paper graph theory is used for portfolio optimization. All the constraints like upper bound of investment risk, fund constraint, time horizon etc. is being satisfied within this technique. The newly proposed technique outperforms the traditional techniques. However, due to paucity of time and non-availability of data set, the entire study is based on empirical in Indian context only. Future researchers can extend and verify its applicability for stock markets of other countries.

Author's Profile

Tuhin Mukherjee : Profile

Gautam Mitra : Profile

Cite this Article as Follows

Tuhin Mukherjee, Gautam Mitra. "Portfolio Graph: Risk Vs. Return Trade Off." International Conference on Information Engineering, Management and Security (2015): 81-85. Print.