Peste 4 milioane de titluri în engleză și alte limbi! Descoperă-ți noua poveste astăzi!

Află starea comenzii

Contactați-ne

Developments in Mean-Variance Efficient Portfolio Selection

Autor: Megha Agarwal

Limbă:

Legare: Copertă tare

Editura: Palgrave Macmillan

Disponibilitate: În depozitul extern în cantități mici

Expediem în 11-15 zile

297.23 lei

Mean-variance efficient portfolio selection was originally identified by Nobel Laureate Harry Markow...

Informații despre carte

Autor

Megha Agarwal

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2014

Pagini

242

EAN

9781137359919

ISBN

1137359919

Enbook ID

04771393

Editura

Palgrave Macmillan

Greutate

446

Dimensiuni

218 x 144 x 19

Descriere completă

Mean-variance efficient portfolio selection was originally identified by Nobel Laureate Harry Markowitz (1952) and to this day remains one of the most popular approaches to portfolio selection. However the turmoil suffered by stock exchanges as a result of the financial crises in the United States and later in Europe has evoked new interest across the globe for better portfolio management within the existing mean variance framework. Substantial improvements in the availability of large data sets, real time information and software capable of performing complex computations contributes towards improved research work in portfolio selection. Better understanding of the markets and evolving economic models provide the means to add further to modern portfolio theory. This book discusses a variety of new determinants for optimal portfolio selection. It reviews the existing modelling framework for portfolio selection developed by Markowitz, Sharpe, Fama and French and Ross and creates mean-variance efficient portfolios from the available pool of securities companies listed on the National Stock Exchange (NSE). The crucial role of portfolio attributes such as expected return, variance, the responsiveness of stock's index returns, market capitalisation, book-to-equity ratio and other such factors are identified in the creation of efficient portfolios. The resulting portfolios created using alternate portfolio selection model formulations are compared using the Sharpe and Treynor ratios. Quantitative and qualitative comparisons enable researchers to rank them in terms of their effectiveness in the present day Indian securities market. The mean-variance analysis undertaken in this book will be of immense use to individual and institutional investors, brokerage houses, mutual fund managers, banks, high net worth individuals, portfolio management service providers, financial advisors, regulators, stock exchanges and research scholars in the area of portfolio selection.

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Developments in Mean-Variance Efficient Portfolio Selection

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Behind the Scenes

Deficit

Estuche. Cambia Tu Vida Con Robin Sharma / Change Your Life with Robin Sharma (Boxed Set)

Mindful Tots: Tummy Ride (Bilingual Bengali & English)

University of North Carolina the One Hundred and Ninth Session The Catalogue; 1904

Strange Way to Stage Hypnosis

Defence of Paris; Narrated as It Was Seen. with Illustrations, and a Map of Paris

Metalogicon

Developments in Mathematical and Experimental Physics

Satellite Data for Atmosphere, Continent and Ocean Research

Companion to Pablo Neruda

Court Martial Process

Cyprus

Bass Guide Tips

Comparative Animal Physiology

Chemical Formulary, Volume 9

Children's Literature Review

Spook House

Clienții care au cumpărat această carte au mai cumpărat și

ewige Reich Gottes und das Leben Jesus

La Reine du Sabbat

Die Geschwister von Acton Currer Bell Pseud.

LINOBLIDABLE VIATGE A GRECIA