 Indian stock market portfolio performance on COVID-19 by using clustering: an empirical studyArup Mitra, Sayan Gupta, Gautam Bandyopadhyay and A.K. Jalan International Journal of Business Innovation and Research, 2025, vol. 37, issue 3, 338-355 Abstract: Allocation of limited resources in stock market over a period of time is the most challenging factor for investors and participants. For many years, academicians and researchers have tried to build optimum portfolio to get maximum profit with minimum risk. Portfolio is a combination of positive and negative sub-assets from major assets. The portfolio optimisation is a process of manually but logically trying to create group of such sub-assets moving upward, downward or lateral and making investment to them. As forecasting is an expensive task for researchers, a simple clustering need to be introduced in order to maximise the profit and to minimise the risk. In this article, we have introduced mean-variance analysis to examine the profitability of portfolio management. Finally, ratio analysis is implemented in prediction for optimum portfolio. An equal must policy strategy has been adopted to compare the portfolios of Morgan Stanley Capital International MSCI-96 shares in the pre and post pandemic situation COVID-19, affected in India in 2020-2021, on the basis of performance. Keywords: stock market; clustering; mean-variance; Altman z-score; risk and returns. (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:ids:ijbire:v:37:y:2025:i:3:p:338-355 Access Statistics for this article More articles in International Journal of Business Innovation and Research from Inderscience Enterprises Ltd |
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