Developments in Mean-Variance Efficient Portfolio Selection
Business & Finance, Management & Leadership, Operations Research, Finance & Investing, Finance
| Author: | M. Agarwal | ISBN: | 9781137359926 |
| Publisher: | Palgrave Macmillan UK | Publication: | November 11, 2014 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | M. Agarwal |
| ISBN: | 9781137359926 |
| Publisher: | Palgrave Macmillan UK |
| Publication: | November 11, 2014 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
This book discusses new determinants for optimal portfolio selection. It reviews the existing modelling framework and creates mean-variance efficient portfolios from the securities companies on the National Stock Exchange. Comparisons enable researchers to rank them in terms of their effectiveness in the present day Indian securities market.
This book discusses new determinants for optimal portfolio selection. It reviews the existing modelling framework and creates mean-variance efficient portfolios from the securities companies on the National Stock Exchange. Comparisons enable researchers to rank them in terms of their effectiveness in the present day Indian securities market.
