Developments in Mean-Variance Efficient Portfolio Selection

Agarwal, M.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2015-01-01

Format: Paperback

ISBN-13: 9781349471768

DOI: 10.1057/9781137359926

Dimensions: 216cm x140cm

Pages: 242