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.
| Autor: | Agarwal, M. |
|---|---|
| ISBN: | 9781349471768 |
| Sprache: | Englisch |
| Seitenzahl: | 242 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Palgrave Macmillan UK |
| Veröffentlicht: | 01.01.2015 |
| Schlagworte: | Efficient Frontier Mean-Variance Efficiency Portfolio Portfolio Analysis Portfolio Management Portfolio Selection accounting corporate governance management modeling |
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