Focal Interest
Focal Interest

Portfolio optimization

  1. Sports tokens showed spillover risk in connected markets
    Quantile VAR analysis reveals how sports tokens transmit and receive systemic shocks, with implications for portfolio construction and downside risk mitigation during market stress.
  2. Optimal portfolio proportions were computed for Nifty 50 stocks
    Empirical study constructing optimal portfolios using Sharpe's Single Index Model on NIFTY 50 stocks, analyzing risk-return characteristics and optimal investment allocations.