Investment Horizon and Portfolio Performance: A Study on Indian Stock Market
Year: 2024
Type: article
Abstract: This study examines the portfolio performance across various investment horizons. By analyzing data from four major indices from National stock exchange over a twenty-year period from 2004 to 2023. It explores how different time horizons affect return, risk, and the return-to-risk ratio of a portfolio. Employing figures and linear regression analysis, the study identifies significant relationships between investment horizon and performance metrics. The findings indicate diminishing returns and risk, along with an increasing return to risk ratio over longer investment horizons. Additionally, the study provides insights into the comparison of small-cap, mid-cap, and large-cap portfolios. This research offers valuable guidance for investors and portfolio managers aiming to optimize their investment strategies in the dynamic Indian stock market landscape.
Author: Gangadhara B.
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid
OpenAlex ID: W4403544455