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Developments in Mean-Variance Efficient Portfolio Selection

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 i...

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Main Author: Agarwal, M. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2015.
Edition:1st ed. 2015.
Subjects:
Operations research.
Decision making.
Finance.
Investment banking.
Securities.
Management.
Risk management.
Operations Research/Decision Theory.
Finance, general.
Investments and Securities.
Risk Management.
Online Access:https://doi.org/10.1057/9781137359926

Internet

https://doi.org/10.1057/9781137359926

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