Developments in Mean-Variance Efficient Portfolio Selection

1. Auflage 2015
ISBN: 978-1-349-47176-8
Verlag: Palgrave Macmillan UK

Buch, Englisch, 242 Seiten, Paperback, Format (B × H): 140 mm x 216 mm, Gewicht: 337 g

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.

Zielgruppe

Research

Autoren/Hrsg.

Agarwal, M.

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Management Entscheidungsfindung
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Risikobewertung, Risikotheorie
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung

Inhaltsverzeichnis

1. Introduction 2. Advances in Theories and Empirical Studies on Portfolio Management 3. Developments in Mean-Variance Efficient Portfolio Selection 4. Mean-Variance Efficient Portfolio Selection: Model Development 5. Mean-Variance Quadratic Programming Portfolio Selection Model: An Empirical Investigation on the National Stock Exchange 6. Mean-Variance Portfolio Analysis using Accounting, Financial and Corporate Governance Variables: Application on London Stock Exchange's FTSE 100 7. Summary, Conclusions and Suggestions for Future Research

Über Autor(innen)

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.