Singh, Abhay Kumar; Sahu, Rajendra; Bharadwaj, Shalini - In: Journal of Risk Finance 11 (2010) January, pp. 75-88
Purpose – The purpose of this paper is to evaluate two different asset selection methodologies and further examine these by forming optimal portfolios. Design/methodology/approach – This paper deals with the problem of portfolio formation, broadly in two steps: asset selection and asset...
