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 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