ISSN

2321-5763 (Online)
0976-495X (Print)


Author(s): Darshan D U, Jyothi G

Email(s): jyothi.g@nmit.ac.in

DOI: 10.52711/2321-5763.2025.00016   

Address: Darshan D U1, Jyothi G2
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

Published In:   Volume - 16,      Issue - 2,     Year - 2025


ABSTRACT:
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.


Cite this article:
Darshan D U, Jyothi G. An In-depth Analysis of Optimal Portfolio Construction Across selected sectors. Asian Journal of Management. 2025;16(2):101-5. doi: 10.52711/2321-5763.2025.00016

Cite(Electronic):
Darshan D U, Jyothi G. An In-depth Analysis of Optimal Portfolio Construction Across selected sectors. Asian Journal of Management. 2025;16(2):101-5. doi: 10.52711/2321-5763.2025.00016   Available on: https://ajmjournal.com/AbstractView.aspx?PID=2025-16-2-5


REFERENCES:
1.    Kumar, R., and Devi, A. Sector-based stock selection and portfolio optimization: A machine learning approach. Journal of Asset Management. 2023; 24(3): 201-218.
2.    Cohen, L., and Patel, N. Text-based sector sentiment analysis for portfolio optimization. Journal of Financial Data Science. 2023; 5(2): 78-96.
3.    Gupta, S., and Sharma, R. ESG integration in sector-based portfolio construction: Evidence from emerging markets. Sustainable Finance and Investment. 2023; 13(2): 156-179.
4.    Moreno, M., and Rodríguez, A. Sector-specific risk factors and their impact on optimal portfolio construction. Journal of Financial Economics. 2023; 148(2): 405-429.
5.    Fernandez, A., and Lopez, C. Time-varying sector correlations and their impact on portfolio diversification. International Review of Financial Analysis. 2023; 86: 102412.
6.    Singh, A., and Patel, R. Quantum-inspired evolutionary algorithms for sector-based portfolio optimization. Quantitative Finance. 2023; 23(5): 789-806.
7.    Lee, J., and Kim, S. Sector-based factor investing: A machine learning approach to style rotation. Journal of Portfolio Management. 2023; 49(5): 135-152.
8.    Wang, L., and Zhang, H. Deep learning for joint sector selection and portfolio optimization. IEEE Transactions on Neural Networks and Learning Systems. 2023; 34(6): 2756-2770.
9.    Chen, Y., and Liu, W. Entropy-based diversification for sector-allocated portfolios. Journal of Financial Markets. 2023; 59: 100734.



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DOI: 10.5958/2321-5763 



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