1MBA Student, NITTE Meenakshi Institute of Technology, Govindapura, Bengaluru, Karnataka
2Assistant Professor, Department of Management Studies, NITTE Meenakshi Institute of Technology, Govindapura, Bengaluru, Karnataka
*Corresponding Author E-mail: jyothi.g@nmit.ac.in
Online Published on 03 July, 2025.
This research paper delves into the optimal portfolio construction across selected sectors, aiming to enhance investment strategies and maximize returns while minimizing risk. By analyzing sector-specific performance, volatility, and correlation, the study evaluates how different industries contribute to portfolio diversification. Advanced techniques such as mean-variance optimization and the Capital Asset Pricing Model (CAPM) are employed to determine the optimal asset allocation. The research also explores the impact of macroeconomic factors and sectoral trends on portfolio performance. The findings offer valuable insights for investors seeking to construct efficient portfolios tailored to specific market sectors.
Equity Shares, Beta Coefficient, Standard Deviation, Market Volatility, Standard Deviation, Sharp Ratio, Variance
