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Developments in Mean-Variance Efficient Portfolio Selection

Developments in Mean-Variance Efficient Portfolio Selection

Paperback

Investing & FinanceManagement

ISBN10: 1349471763
ISBN13: 9781349471768
Publisher: Palgrave MacMillan
Published: Jan 1 2015
Pages: 242
Weight: 0.75
Height: 0.60 Width: 5.50 Depth: 8.50
Language: English
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.

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