Portfolio Selection Using Multi-Objective Optimisation

Agarwal, Saurabh

ISBN 10: 3319853899 / ISBN 13: 9783319853895

Published by MacMillan, 2018

About this Item

Print on Demand pp. XX, 230 21 illus.

Seller Inventory # 379344250

Bibliographic Details

• Title: Portfolio Selection Using Multi-Objective Optimisation
• Publisher: MacMillan
• Publication Date: 2018
• Language: English
• ISBN 10: 3319853899
• ISBN 13: 9783319853895
• Binding: Soft cover
• Condition: New

About this title

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.

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.