Portfolio Selection Using Multi-Objective Optimisation - Hardcover

Agarwal, Saurabh

Hardcover

ISBN 10: 3319544152 ISBN 13: 9783319544151

Verlag: Palgrave Macmillan, 2017

Inhaltsangabe

This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical research is presented on the development of alternate portfolio models and their relative performance in the risk/return framework to provide solutions to multi-objective optimization. Next to outlining techniques for undertaking individual investor's profiling and portfolio programming, it also offers a new and practical approach for multi-objective portfolio optimization. This book will be of interest to Foreign Institutional Investors (FIIs), Mutual Funds, investors, and researchers and students in the field.

Über diesen Titel

Über die Autorin bzw. den Autor

Saurabh Agarwal is a Professor of Accounting and Finance at the Indian Institute of Finance, India. He holds a PhD from the University of Delhi, India and is a member of the Associated Chambers of Commerce & Industry of India (ASSOCHAM), Professor’s Forum of India, as well as the Indian Econometric Association. Professor Agarwal has published articles on portfolio management in a number of journals.

Von der hinteren Coverseite

This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical research is presented on the development of alternate portfolio models and their relative performance in the risk/return framework to provide solutions to multi-objective optimization. Next to outlining techniques for undertaking individual investor’s profiling and portfolio programming, it also offers a new and practical approach for multi-objective portfolio optimization. This book will be of interest to Foreign Institutional Investors (FIIs), Mutual Funds, investors, and researchers and students in the field.

Details zur Ausgabe

• Verlag: Palgrave Macmillan
• Erscheinungsdatum: 2017
• Sprache: Englisch
• ISBN 10: 3319544152
• ISBN 13: 9783319544151
• Einband: Tapa dura
• Auflage: 1
• Anzahl der Seiten: 252
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Yeepin GmbH; 492000000000; sunshine12232@outlook.com; ; Alleestr.11; Kaiserslautern; Rheinland-Pfalz; 67655; Deutschland