Developments in Mean-Variance Efficient Portfolio Selection

Developments in Mean-Variance Efficient Portfolio Selection
Author :
Publisher : Springer
Total Pages : 259
Release :
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.


Developments in Mean-Variance Efficient Portfolio Selection Related Books

Developments in Mean-Variance Efficient Portfolio Selection
Language: en
Pages: 258
Authors: M. Agarwal
Categories: Business & Economics
Type: BOOK - Published: 2015-12-11 - Publisher: Springer

DOWNLOAD EBOOK

This book discusses new determinants for optimal portfolio selection. It reviews the existing modelling framework and creates mean-variance efficient portfolios
Mean-Variance Analysis in Portfolio Choice and Capital Markets
Language: en
Pages: 404
Authors: Harry M. Markowitz
Categories: Business & Economics
Type: BOOK - Published: 2000-02-15 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in select
Portfolio Selection
Language: en
Pages: 369
Authors: Harry Markowitz
Categories: Business & Economics
Type: BOOK - Published: 2008-10-01 - Publisher: Yale University Press

DOWNLOAD EBOOK

Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securi
Handbook of Portfolio Construction
Language: en
Pages: 796
Authors: John B. Guerard, Jr.
Categories: Business & Economics
Type: BOOK - Published: 2009-12-12 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification
Efficient Asset Management
Language: en
Pages: 207
Authors: Richard O. Michaud
Categories: Business & Economics
Type: BOOK - Published: 2008-03-03 - Publisher: Oxford University Press

DOWNLOAD EBOOK

In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, a