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Palgrave Macmillan

Developments In Mean-Variance Efficient Portfolio Selection

Developments In Mean-Variance Efficient Portfolio Selection

ISBN-13: 9781137359919
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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.


  • Author: M. Agarwal
  • Publisher: Palgrave Macmillan
  • Publication Date: Nov 11, 2014
  • Number of Pages: 259 pages
  • Language: English
  • Binding: Hardcover
  • ISBN-10: 1137359919
  • ISBN-13: 9781137359919
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