Developments in Mean-Variance Efficient Portfolio Selection
Author | : M. Agarwal |
Publisher | : Springer |
Total Pages | : 259 |
Release | : 2015-12-11 |
ISBN-10 | : 9781137359926 |
ISBN-13 | : 1137359927 |
Rating | : 4/5 (927 Downloads) |
Book Synopsis Developments in Mean-Variance Efficient Portfolio Selection by : M. Agarwal
Download or read book Developments in Mean-Variance Efficient Portfolio Selection written by M. Agarwal and published by Springer. This book was released on 2015-12-11 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.