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Developments in Mean-Variance Efficient Portfolio Selection

Developments in Mean-Variance Efficient Portfolio Selection

Hardcover

Investing & FinanceManagement

ISBN10: 1137359919
ISBN13: 9781137359919
Publisher: Palgrave MacMillan
Published: Nov 11 2014
Pages: 242
Weight: 1.05
Height: 0.80 Width: 5.50 Depth: 8.60
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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