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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
Summary: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.
Physical Description:XVII, 242 p. online resource.
ISBN:9781137359926

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