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OverviewFull Product DetailsAuthor: M. AgarwalPublisher: Palgrave Macmillan Imprint: Palgrave Macmillan Dimensions: Width: 14.00cm , Height: 1.60cm , Length: 21.60cm Weight: 4.336kg ISBN: 9781137359919ISBN 10: 1137359919 Pages: 242 Publication Date: 11 November 2014 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsReviews'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)) '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) Author InformationMegha 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. Tab Content 6Author Website:Countries AvailableAll regions |