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.Table 5.1 Security and industry coding for the basket of assets Security Industry Security Code Securities Code ... Industries Ltd. I13 Cement and cement products X17 H C L Technologies Ltd. I2 Computers a software X18 H D F C Bank Ltd. I1anbsp;...
|Title||:||Developments in Mean-Variance Efficient Portfolio Selection|
|Publisher||:||Palgrave Macmillan - 2014-11-12|