Items related to Portfolio Selection Using Multi-Objective Optimisation

Portfolio Selection Using Multi-Objective Optimisation - Softcover

Agarwal, Saurabh

 
9783319853895: Portfolio Selection Using Multi-Objective Optimisation
Softcover
ISBN 10: 3319853899 ISBN 13: 9783319853895
Publisher: Palgrave Macmillan, 2018

Synopsis

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.

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About the Author

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.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
Palgrave Macmillan
Publication date
2018
Language
English
ISBN 10 
3319853899
ISBN 13 
9783319853895
Binding
Paperback
Number of pages
250