Developments in Mean-Variance Efficient Portfolio Selection
M. Agarwal
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Description for Developments in Mean-Variance Efficient Portfolio Selection
Paperback. Num Pages: 259 pages, biography. BIC Classification: KFF; KFFM; KJM; KJT. Category: (G) General (US: Trade). Dimension: 216 x 140. .
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.
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.
Product Details
Format
Paperback
Publication date
2014
Publisher
Palgrave Macmillan United Kingdom
Number of pages
259
Condition
New
Number of Pages
242
Place of Publication
Basingstoke, United Kingdom
ISBN
9781349471768
SKU
V9781349471768
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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.
Reviews for Developments in Mean-Variance Efficient Portfolio Selection
'Prof. Dr. Megha Agarwal's book, Developments in Mean-Variance Efficient Portfolio Selection, reviews the modern portfolio theory and discusses how to apply it in practice given recent research findings. Indian stock markets are used as an example throughout the book and I am sure that Prof. Agarwal's book is an excellent source of knowledge for both academia and practitioners interested in ... Read more