Developments in Mean-Variance Efficient Portfolio Selection
Description
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.
Keywords
Business & EconomicsOperations ResearchFinanceIndustriesFinancial ServicesManagementFinancial Risk ManagementDecision-Making & Problem SolvingMathematicsGame Theory
2014Book
Author(s)Megha Agarwal
PublisherPalgrave Macmillan UK
ISBN9781137359919
LanguageEnglish
