Summary, Conclusions and Suggestions for Future Research

Megha Agarwal
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Megha Agarwal: University of Delhi

Chapter 7 in Developments in Mean-Variance Efficient Portfolio Selection, 2015, pp 204-218 from Palgrave Macmillan

Abstract: Abstract This chapter showcases a reflection of the research work presented. The use of complex programming techniques, the latest research software and the integration of multiple factors describing investor’s preferences are able to tap the requirements of an investor from a portfolio beyond just mean and variance. While attempting to minimise risk, an investor is faced with a variety of constraints including earning good returns, dividends, marketability of securities and promising future opportunities. Investors also desire liquidity, management efficiency, profitability, adequate market capitalisation, free float per cent and free cash flows from their portfolio. Substantial interest of promoters and other institutions in the script, free float factor, industrial and company diversification are a few other aspects that an investor seeks from his/her portfolio. An attempt has been made to incorporate all these considerations of an investor for developing and testing of a multi-criteria optimisation model for portfolio selection.

Keywords: Portfolio Selection; Sharpe Ratio; Free Cash Flow; Impact Cost; Portfolio Selection Model (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_7

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DOI: 10.1057/9781137359926_7

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