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: | 9781137359919 |
| Sprache: | Englisch |
| Seitenzahl: | 242 |
| Produktart: | Gebunden |
| Verlag: | Palgrave Macmillan UK |
| Veröffentlicht: | 11.11.2014 |
| Schlagworte: | Efficient Frontier Mean-Variance Efficiency Portfolio Portfolio Analysis Portfolio Management Portfolio Selection accounting corporate governance management modeling |
Megha Agarwal is an Assistant Professor at the University of Delhi, India. She gained her education from Kings College, London, Delhi School of Economics, Shri Ram College of Commerce and Delhi Public School in India. She is extensively engaged in research and teaching at the university and has published articles in a number of indexed/peer reviewed journals.