Developments in Mean-Variance Efficient Portfolio Selection

1. Introduction
Megha Agarwal

2. Advances in Theories and Empirical Studies on Portfolio Management
Megha Agarwal

3. Contributions to the Portfolio Theory
Megha Agarwal

4. Mean-Variance Efficient Portfolio Selection: Model Development
Megha Agarwal

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

6. Mean-variance Portfolio Analysis using Accounting, Financial and Corporate Governance Variables-Application on London Stock Exchange’s FTSE 100
Megha Agarwal

7. Summary, Conclusions and Suggestions for Future Research
Megha Agarwal

Keywords: Business and Management, Operation Research/Decision Theory, Finance, general, Investments and Securities, Management, Risk Management