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Portfolio Selection Using Multi-Objective Optimisation - Saurabh Agarwal

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2017-09-07
158,39 € 211,18 €

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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 ... Täielik kirjeldus

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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.

Lisateave

Autor Saurabh Agarwal
Kirjastaja Springer Nature Switzerland
Väljalaskeaasta 2017
Kaanetüüp Kõvakaaneline
EAN 9783319544151
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158,39 € 211,18 €