Innovating Solutions at the Intersection of Finance & Marketing

In this project, I explored portfolio management by constructing and evaluating portfolios using various approaches, including traditional methods focused on income needs and constraints and modern techniques like Markowitz’s efficient frontier for risk-return optimization. The study analyzed different portfolio types, such as income, growth, and value portfolios, while assessing the impact of economic factors like inflation on investment performance. Beta factor analysis was used to measure the systematic risk of stocks like Reliance and TCS relative to the NIFTY50 benchmark. The project also included a detailed study of Steel City Securities’ operations, market presence, and services to understand its role in investment solutions. Using tools like variance, standard deviation, and Sharpe ratios, I conducted a thorough risk-return analysis, identifying strategies to mitigate risks through diversification. While the study provided valuable insights, its scope was limited to three years, relied on secondary data, and focused primarily on Sharpe ratios for portfolio evaluation. These findings and methodologies were documented to enhance portfolio governance and decision-making.