Portfolio Selection Using Multi-objective Optimisation
Language: English
Published by Palgrave Macmillan, 2017
- Hardcover
- Used

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- Title
- Portfolio Selection Using Multi-objective Optimisation
- Author
- Agarwal, Saurabh
- Publisher
- Palgrave Macmillan
- Publication year
- 2017
- Condition
- As New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3319544152
- ISBN 13
- 9783319544151
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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