Paper Title :Portfolio Optimisation and Analysis Using Principal Component Analysis and Modern Portfolio Theory

Author :Nihal M Todankar, Jaykrishna Joshi

Article Citation :Nihal M Todankar ,Jaykrishna Joshi , (2021 ) " Portfolio Optimisation and Analysis Using Principal Component Analysis and Modern Portfolio Theory " , International Journal of Management and Applied Science (IJMAS) , pp. 72-77, Volume-7,Issue-12

Abstract : Abstract - Several people want to invest into the stock market, build a portfolio and reap benefits of it. However, due to multiple reasons they are not able to do so. The major problems faced by the individual investors is that they lack the right knowledge, do not have enough time to monitor their investments, do not want to hire portfolio managers or it is just not possible to dedicate time for managing their own portfolio. In order to tackle these problems, I have a developed a method which will build, analyze and optimize the portfolios as proposed by the investor. I have made use of machine learning techniques and certain mathematical models to achieve the desired results. Keywords – Portfolio, Knowledge, Learning Techniques, Mathematical Models

Type : Research paper

Published : Volume-7,Issue-12

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