Portfolio Selection Using Multi-Objective Optimisation
ISBN:
978-3-319-85389-5
Auflage:
Softcover reprint of the original 1st ed. 2017
Verlag:
Springer International Publishing
Land des Verlags:
Schweiz
Erscheinungsdatum:
10.08.2018
Format:
Softcover
Seitenanzahl:
230
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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.
Schlagwörter
Biografische Anmerkung
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.
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Erscheinungsjahr:
2025
