Developments in mean-variance efficient portfolio selection
Auteur :
Agarwal, M.
Éditeur :
Palgrave Macmillan
ISBN :
9781349471768
Date de publication :
1 janv. 2015
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.