Mean-Variance Efficient Portfolio Selection: Model Development

Megha Agarwal
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Megha Agarwal: University of Delhi

Chapter 4 in Developments in Mean-Variance Efficient Portfolio Selection, 2015, pp 71-100 from Palgrave Macmillan

Abstract: Abstract The limited literature available in India in the area of portfolio selection compared to the efficient markets of the developed économies, such as the United States (US) and the United Kingdom (UK) prompted us to conduct an in-depth study in this field. Although the effect of various financial and accounting factors on security returns has been studied separately, no efforts have been made to integrate these factors for the benefit of an investor. The present quest tries to fills these voids. On the basis of knowledge gained from reviewing the research efforts of the past and the emerging issues in the Indian capital markets, portfolio modelling has been attempted using the quadratic programming approach.

Keywords: Foreign Direct Investment; Cash Flow; Mutual Fund; Portfolio Selection; Efficient Frontier (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-35992-6_4

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DOI: 10.1057/9781137359926_4

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