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Journal for Studies in Management and Planning
Available at
http://edupediapublications.org/journals/index.php/JSMaP/
ISSN: 2395-0463
Volume 03 Issue 12
November 2017
Available online: http://edupediapublications.org/journals/index.php/JSMaP/ P a g e | 227
A Study on Equity Investor Perception about Portfolio
Management in Trustline Securities Limited
1. V. Sathish Kumar, Student, SAVEETHA SCHOOL OF MANAGENENT, INDIA.
2. B. Neeraja, Assistant Professor, SAVEETHA SCHOOL OF MANAGEMENT,
INDIA.
3. Ch.Bala Nageswara Rao, Director, SAVEETHA SCHOOL OF MANAGEMENT,
INDIA.
ABSTRACT
A portfolio is a group of securities held together as investment. Investors spend their
funds in a portfolio of securities somewhat than in only security because they are risk averse.
By constructing a portfolio, investors attempt to spread risk. Thus, diversification of one’s
holdings is intended to reduce risk in investment. The aim of the study is to find out the
equity investor perception about the portfolio management in the trust line securities limited.
Entrepreneurs require money for long term needs, where as investors demand liquidity. The
main objective of the study is to guide all our investors to enlarge their investment by systematic
developments of funds. Analysis of risk and returns of all the companies are difficult to this
study. Finally I conclude the with portfolio management is a dynamic concept and one of the
best avenge to manage investment.
INTRODUCTION
A portfolio is a group of securities
held together as investment. Investors
spend their funds in a portfolio of
securities rather than in a single security
because they are risk averse. By making a
portfolio, investorseffort to spread risk.
Thus, diversification of one’s holdings is
intended to reduce risk in investment.
Security analysis provides the investors
with a set of worthwhile or desirable
securities. From this set of securities an
indefinitely large number of portfolios can
be constructed by choosing different sets
of securities and also by varying the
proportion of investment in each security.
Each individual security has its own risk- return characteristics which can be
measured and expressed quantitatively.
Each portfolio built by joining the separate
securities has its specificexact risk and
return features which are not just the
Page 2 of 10
Journal for Studies in Management and Planning
Available at
http://edupediapublications.org/journals/index.php/JSMaP/
ISSN: 2395-0463
Volume 03 Issue 12
November 2017
Available online: http://edupediapublications.org/journals/index.php/JSMaP/ P a g e | 228
aggregates of individual security
characteristics. The return and risk of each
portfolio has to be calculated
mathematically and expressed
quantitatively.
REVIEW OF LITERATURE
Simon Thomas, Robert Repetto
,Danieldias 3 may 2007: this paper
introduces a new measure, based on a
study by trust cost and Dr Robert Repetto,
combining external environmental coast
with established measure of economics
value added and demonstrates how this
measure can be incorporate into financial
analysis. The paper illustrates our new
measure with data from US electric
utilities and illustrates how the
environmental exposures of different fund
managers and portfolio can be compared.
With such measure fund manager can
understand and control portfolio wide
compared risk demonstrate their
environmental credential quantitatively
and objectively and compete for the
increasing number of investment mandates
that have an environmental component
Markus Glaser (30 march 2007) the
main goal of this is to present a variety of
descriptive statistics on demographic in
sequence investment strategy portfolio
position and trading activity. The main
result of this paper can be summarized as
follows, online broker investors trade
frequently. The median stock portfolio
turnover is about 30% per month.
TorstenArnwald (16 April 200l);
proposed a broad based questionnaire
survey , which received a high response
from German mutual fund companies ,
sheds light on the black box of institutional
equity investing in a systematic manner.
The survey asked for fund managers basic
views and practices and for insight into
their company performance measuring and
compensations incentive.
Steven Kaplan N, per Stromberg
(augest2000); planned that we consider
how venture capitalist(VCs) choose or
screen their outlay by studying the
simultaneous investment analysis
produced by 10 venture by studying the
contemporaneous investment analysis
produced by 10 venture capital firms for
investment in 42portfolio companies
consistent with most academic and
anecdotic and anecdotal accounts.
Sangkyunkim, Hong Joolee (2005)
management are engaging and facing
difficult problem to manage information
security issues .one of the most brain
Page 3 of 10
Journal for Studies in Management and Planning
Available at
http://edupediapublications.org/journals/index.php/JSMaP/
ISSN: 2395-0463
Volume 03 Issue 12
November 2017
Available online: http://edupediapublications.org/journals/index.php/JSMaP/ P a g e | 229
teasing management issues is how they
could make a decision on security related
investment to maximize the economics
balance to solve this problem the ROI of
securities investment must be measured
and managed this paper provided the
integrated methodology which consists of
a process model and analysis criteria of
cost factors and benefits factors to support
an economic justification of security
investment .
Narayan y,Naik December 22,1995 this
paper investigate the effects of fund
manager’s performances evaluations on
their assets allocations decisions .we drive
optimal contracts for delegated portfolio
management and show that biases fund
manager to deviate from return maximise
portfolio allocations and follow those of
their benchmark. We conclude that
incentives provisions for portfolio
managers are an important factor in their
asset allocations decisions.
George O Aragon and wayneferson
2007, portfolio management valuation this
paper provides a review of the approaches
for determining portfolio performance and
the proof on the performance of
professionally managed investment
portfolios. Traditional presentation
measures, strongly prejudiced by the
capital asset pricing model of Sharpe
(1964), were developed prior to 1990.
Suseela subramanya.v 1998. Commented
on the risk management process of banks
she revealed that banks need to do proper
risk identification classify risk and develop
the necessary technical and managerial
expertise to assume risk embracing
scientific risk management practice will
not only improve the profit and credit
management process of banks but will also
enabled them to nature and development
and mutuality beneficial relationship with
customers she concluded that the better the
risk information and control system the
more risk a bank can assume prudently and
profitably.
OBJECTIVE OF THE STUDY
We endeavour to be among the
top ranking highly networked
fully integrated broking and
financial services house in the
country.
To guide all our investors to
enlarge their investment by
systematic developments of
funds.
To position our self amongst
the top integrated and
professionally managed
