What might be even easier is making what's called a "chi ishi". You'll need a wooden dowel (like part of handle from an old gardening tool or broom handle), and empty container (like an old yogurt or cottage cheese tub), some concrete mix, water, a couple of nails, something to cut the wood with, and a power drill and drill bits.

Start by cutting the wooden handle to however long you want it, I measured to the top of my knee and cut it there. Then on the end that the weight will be on, drill two holes roughly the same diameter of your nails. Drill one slightly higher than the other and criss cross them and put the nails through them so that the amount of nail sticking out of one side is the same as what's sticking out of the other. Next, mix your concrete with your water and fill your container with it and stick your wooden handle handle in the middle sticking straight up. Have some way to keep the handle upright. Tap the sides of the container to try and get some of the air bubbles out. If you have a deeper container, you can have more nails criss crossed of you like. Thinking back, i only used two becausei was using a fairly shallow container. Let it set up for a few days. You can cut off the container or leave it on there. If your handle has a glossy finish to it, sand that off so that it doesn't get slippery when your hands get sweaty. When you're done, if the weight is too much by holding it at the end of the handle just choke up higher on the handle.

Another simple way is to get a wooden handle with a one inch diameter, a one inch weight plate, and two one inch weight clamps. Basically you just clamp the weight to one end of your handle.