Browsing by Author "Mehra, Shubham"

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    • Finding statistical relationship between Markowitz portfolios and Eigen portfolios 

      Mehra, Shubham (Indian Institute of Management Ahmedabad, 2018)
      This study aims to nd a statistical relationship between the Markowitz portfolios and Eigen portfolios using concepts from graph theory as the linkage between them. The former is constructed using a risk-return framework ...

    • Stock market dynamics: a study using graph theory 

      Mehra, Shubham (Indian Institute of Management Ahmedabad, 2018)
      Financial time series data has been a focal point of interest for the academicians for the scope of analysis that it provides. Numerous approaches ranging from the traditional risk-return framework to Big Data have been ...