Abstract
Pakistani business sector and the Government like any other country are keen to attract foreign investment into various sectors of the economy. Cheaper labor rates at Pakistan also make it an attractive option for foreign investors in business opportunities. However literature to provide some guidelines of investment portfolios is very limited for this market. An in depth investigation showed that stock exchanges in Pakistan are providing a reasonable view of business activities in various sectors. Government regulatory bodies and entrepreneurs are also making continuous efforts to improve value performance of stock markets through policy regulations and adopting best business practices. Volumes of data are therefore being generated and stored in databases on regular basis. This data could be mined to provide guidance to investors for selecting optimum mix of portfolios. This activity is being performed at firm level and could be expanded to establish a national database for use by investors. Present research was focused on using data mining and decision analysis methodologies to extract meaningful patterns from business data. A number of statistical tools were applied on mined data to arrive at decisions for investment in various portfolios. The same methodology could be used to analyze the national database for providing useful information for investments in any country.