Portfolio Selection Using Multi-Objective Optimisation

Agarwal, Saurabh

ISBN 10: 3319853899 / ISBN 13: 9783319853895

Verlag: MacMillan, 2018

Beschreibung

pp. XX, 230 21 illus. 1 Edition NO-PA16APR2015-KAP.

Bestandsnummer des Verkäufers 26384559781

Bibliografische Details

• Titel: Portfolio Selection Using Multi-Objective Optimisation
• Verlag: MacMillan
• Erscheinungsjahr: 2018
• Sprache: Englisch
• ISBN-10: 3319853899
• ISBN-13: 9783319853895
• Einband: Softcover
• Zustand: New

Über diesen Titel

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 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.