Developments in mean-variance efficient portfolio selection. (2014)

• Record Type: Book
• Further Information: Note: Megha Agarwal.
• Authors: Agarwal, Megha, 1982-
• Contents: 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.
• Edition: 2015
• Publisher Details: Basingstoke : Palgrave Macmillan
• Publication Date: 2014
• Extent: 1 online resource
• Subjects: 332.632042; Portfolio management -- Mathematical models; Finance -- Mathematical models
• Languages: English
• ISBNs: 9781137359926
• Related ISBNs: 9781137359919
• Notes: Note: Description based on CIP data; item not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.