Developments in Mean-Variance Efficient Portfolio Selection

• Main Author: Agarwal, Megha. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2015.
• Subjects: Business.; Management.; Operations research.; Decision making.; Finance.; Investment banking.; Securities.; Risk management.; Business and Management.; Operation Research/Decision Theory.; Finance, general.; Investments and Securities.; Risk Management.
• Online Access: View fulltext via EzAccess
• Physical Description: XVII, 242 p. online resource.
• ISBN: 9781137359926

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.