In this paper, we apply the Markowitz portfolio optimization technique based on mean-variance and semi-variance as … and maximum portfolios in terms of risk. Moreover, we find that both the mean-variance and the semi-variance measures of … relatively higher returns and risks using the mean-variance than the semi-variance approach. The low beta of individual stock …

approaches to develop portfolios under different scenarios. We consider the mean-variance, minimum variance, semi-variance … results. In a semi-variance analysis (where we account for downside risk only), equally weighted portfolio yields superior … decent expected returns. The optimized portfolio under mean-variance, semi-variance, and utility are presented as alternative …

In this paper, we apply the Markowitz portfolio optimization technique based on mean-variance and semi-variance as … maximum portfolios in terms of risk. Moreover, we find that both the mean-variance and the semi-variance measures of risk … relatively higher returns and risks using the mean-variance than the semi-variance approach. The low beta of individual stock …

stochastic phenomenon with upward and downward fluctuation such as the stock market. Different from existing semi-variance …

stochastic phenomenon with upward and downward fluctuation such as the stock market. Different from existing semi-variance …

their appropriateness for effective portfolio management for investors. Mean variance (MV), semi variance (SV), mean …