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A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python

R. Mallieswari

R. Mallieswari

M S Ramaiah Institute of ManagementBengaluru, India
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Mallieswari, R.
, 
Varadharajan Palanisamy

Varadharajan Palanisamy

M S Ramaiah Institute of ManagementBengaluru, India
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Palanisamy, Varadharajan
, 
Arthi Thangavelu Senthilnathan

Arthi Thangavelu Senthilnathan

Sri Ramakrishna Engineering CollegeCoimbatore, India
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Senthilnathan, Arthi Thangavelu
, 
Suganya Gurumurthy

Suganya Gurumurthy

Kumaraguru College of Liberal Arts and ScienceCoimbatore, India
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Gurumurthy, Suganya
, 
J. Joshua Selvakumar

J. Joshua Selvakumar

CHRIST UniversityBangalore, India
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Joshua Selvakumar, J.
 and 
Sathish Pachiyappan

Sathish Pachiyappan

CHRIST UniversityBangalore, India
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Pachiyappan, Sathish
  
May 22, 2024
A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python's Cover Image
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Published Online: May 22, 2024
Page range: 113 - 127
Received: Feb 05, 2024
Accepted: May 24, 2024
DOI: https://doi.org/10.2478/eoik-2024-0014
Keywords
© 2024 R. Mallieswari et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
Mallieswari, R.
M S Ramaiah Institute of ManagementBengaluru, India
Palanisamy, Varadharajan
M S Ramaiah Institute of ManagementBengaluru, India
Senthilnathan, Arthi Thangavelu
Sri Ramakrishna Engineering CollegeCoimbatore, India
Gurumurthy, Suganya
Kumaraguru College of Liberal Arts and ScienceCoimbatore, India
Joshua Selvakumar, J.
CHRIST UniversityBangalore, India
Pachiyappan, Sathish
CHRIST UniversityBangalore, India
Language:
English
Publication timeframe:
3 times per year
Journal Subjects:
Business and Economics, Political Economics, Economic Theory, Systems and Structures, Microeconomics, Macroecomics, Public Finance and Fiscal Theory
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