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Developments in Mean-Variance Efficient Portfolio Selection

★★★★★
★★★★★

English

By (author): M. Agarwal

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. See more
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A01=M. AgarwalAge Group_UncategorizedAuthor_M. Agarwalautomatic-updateCategory1=Non-FictionCategory=GPQDCategory=KFFCategory=KJMCategory=KJMDCategory=KJTCategory=KNSTCOP=United KingdomDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=AvailablePrice_€50 to €100PS=Activesoftlaunch
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Product Details
  • Dimensions: 140 x 216mm
  • Publication Date: 11 Nov 2014
  • Publisher: Palgrave Macmillan
  • Publication City/Country: United Kingdom
  • Language: English
  • ISBN13: 9781137359919

About M. Agarwal

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.

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