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 i...

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Bibliographic Details
Main Author: Agarwal, Megha
Format: eBook
Language:English
Published: London Palgrave Macmillan UK 2015, 2015
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:XVII, 242 p online resource
ISBN:9781137359926