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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| Format: | Electronic |
| Language: | English |
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London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2015.
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| Online Access: | View fulltext via EzAccess |