Portfolio Selection Using Multi-Objective Optimisation

Saurabh Agarwal

ISBN 10: 3319544152 / ISBN 13: 9783319544151

Edité par Springer International Publishing, Springer International Publishing Sep 2017, 2017

A propos de cet article

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.

N° de réf. du vendeur 9783319544151

Détails bibliographiques

• Titre: Portfolio Selection Using Multi-Objective Optimisation
• Éditeur: Springer International Publishing, Springer International Publishing Sep 2017
• Date de parution: 2017
• Langue: anglais
• ISBN à 10 chiffres: 3319544152
• ISBN à 13 chiffres: 9783319544151
• Reliure: Buch
• État de l'article: Neu

A propos de ce titre

Synopsis

Presents the changing focus of portfolio management techniques over recent yearsReviews international and Indian based studiesPresents empirical research findings on the behaviour of retail investorsIncorporates Factor AnalysisUses Contingency Analysis to analyse the dependence/independence of demographic variables and portfolio variables

À propos de l?auteur

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.