Developments in mean-variance efficient portfolio selection /

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 a...

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Bibliographic Details

Main Author:	Agarwal, Megha, 1982- (Author)
Format:	Book
Language:	English
Published:	New York : Palgrave Macmillan, 2015.
Subjects:	Portfolio management > Mathematical models. Finance > Mathematical models. BUSINESS & ECONOMICS > Finance. BUSINESS & ECONOMICS > Management. BUSINESS & ECONOMICS > Operations Research.