Syed Zakir Abbas Zaidi

Bio: Syed Zakir Abbas Zaidi is an academic researcher. The author has contributed to research in topics: Rate of return on a portfolio & Portfolio insurance. The author has an hindex of 1, co-authored 1 publications receiving 1 citations.

Determinants Of Stocks For Optimal Portfolio

Abstract: Basically this is an empirical study which aims to test the Markowitz Modern portfolio theory (MPT) or the mean-variance analysis. Fund managers and general investors seek a portfolio that yields maximum return with minimum risk. The problem of investors is dual in nature, as Markowitz showed, i.e., the indifferent choice of risk and return. Though, diversification reduces non-systematic risk but due to limited resources one cannot afford to invest in all stocks, therefore it is pertinent to know that what should be the minimum level of stocks in a portfolio that produces maximum return and minimum risk. The theoretical framework of Markowitz MPT tested by computed 134 months expected the return of thirtytwo stocks, thirty-one variances and 465 co-variances, in order to evaluate efficient portfolio frontier.

Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework

Abstract: ...............................................................................................ii