Developments in Mean-Variance Efficient Portfolio Selection

Author:   M. Agarwal
Publisher:   Palgrave Macmillan
Edition:   1st ed. 2015
ISBN:  

9781349471768


Pages:   242
Publication Date:   01 January 2015
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Developments in Mean-Variance Efficient Portfolio Selection


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Author:   M. Agarwal
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Edition:   1st ed. 2015
Weight:   0.340kg
ISBN:  

9781349471768


ISBN 10:   1349471763
Pages:   242
Publication Date:   01 January 2015
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Reviews

'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 the Indian stock markets.' (Mika Vaihekoski, Professor of Finance, University of Turku, Finland) 'The mean-variance model formulated and applied in this research work provides a meaningful contribution to the ever evolving subject matter of optimal portfolio construction based upon the trade-off between risk and return comfort levels for a given investor. The research work is relevant to both the professional portfolio manager providing investment counsel to multiple clients, and to the individual investor who wishes to make informed decisions on the construction of a personal portfolio. The work is well researched and presented in a clear and convincing manner.' (Dr Hamsa Thota, Board Member at International Network for Small and Medium Enterprises (INSME))


'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 the Indian stock markets.' (Mika Vaihekoski, Professor of Finance, University of Turku, Finland) 'The mean-variance model formulated and applied in this research work provides a meaningful contribution to the ever evolving subject matter of optimal portfolio construction based upon the trade-off between risk and return comfort levels for a given investor. The research work is relevant to both the professional portfolio manager providing investment counsel to multiple clients, and to the individual investor who wishes to make informed decisions on the construction of a personal portfolio. The work is well researched and presented in a clear and convincing manner.' (Dr Hamsa Thota, Board Member at International Network for Small and Medium Enterprises (INSME))


Author Information

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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