Mean-Variance Quadratic Programming Portfolio Selection Model: An Empirical Investigation of India’s National Stock Exchange

Megha Agarwal
Additional contact information
Megha Agarwal: University of Delhi

Chapter 5 in Developments in Mean-Variance Efficient Portfolio Selection, 2015, pp 101-180 from Palgrave Macmillan

Abstract: Abstract Application of theoretical portfolio selection models to the real life capital markets in order to facilitate the investor in making the optimal decisions requires serious research. The entire purpose of portfolio modelling is defeated if the model created cannot be put to practical use. A portfolio selection model should not be so complex as to discourage the investors from using it. A large number of investors exist in the equity markets at any point of time. All investors in the market may not be identical. They may differ with respect to their risk bearing capacity, preference for quick gains versus regular income or other priorities. Thus, the same model may not be applicable to all of them. The practical application of portfolio selection models assumes significant importance.

Keywords: Excess Return; Sharpe Ratio; Granger Causality Test; Impact Cost; Portfolio Selection Model (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-35992-6_5

Ordering information: This item can be ordered from
http://www.palgrave.com/9781137359926

DOI: 10.1057/9781137359926_5

Access Statistics for this chapter

More chapters in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().