Description
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. Megha Agarwal 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
