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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

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