Portfolio Selection Using Multi-Objective Optimisation

Saurabh Agarwal

ISBN 10: 3319853899 / ISBN 13: 9783319853895

Published by Springer International Publishing, Springer International Publishing Aug 2018, 2018

About this Item

Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 252 pp. Englisch.

Seller Inventory # 9783319853895

Bibliographic Details

• Title: Portfolio Selection Using Multi-Objective Optimisation
• Publisher: Springer International Publishing, Springer International Publishing Aug 2018
• Publication Date: 2018
• Language: English
• ISBN 10: 3319853899
• ISBN 13: 9783319853895
• Binding: Taschenbuch
• Condition: Neu

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.