IDEAS home Printed from https://ideas.repec.org/h/pal/palchp/978-1-137-35992-6_7.html
   My bibliography  Save this book chapter

Summary, Conclusions and Suggestions for Future Research

In: Developments in Mean-Variance Efficient Portfolio Selection

Author

Listed:
  • Megha Agarwal

    (University of Delhi)

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.

Suggested Citation

  • Megha Agarwal, 2015. "Summary, Conclusions and Suggestions for Future Research," Palgrave Macmillan Books, in: Developments in Mean-Variance Efficient Portfolio Selection, chapter 7, pages 204-218, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-137-35992-6_7
    DOI: 10.1057/9781137359926_7
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:palchp:978-1-137-35992-6_7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.