Developments in Mean-Variance Efficient Portfolio Selection

By Megha Agarwal

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 1349471763
• ISBN13: 9781349471768
• Release Date: January 2015
• Publisher: Palgrave MacMillan
• Length: 242 Pages
• Weight: 0.75 lbs.
• Dimensions: 0.6" x 5.5" x 8.5"