Portfolio Selection Using Multi-Objective Optimisation - Tapa blanda

Agarwal, Saurabh

 
9783319853895: Portfolio Selection Using Multi-Objective Optimisation
Tapa blanda
ISBN 10: 3319853899 ISBN 13: 9783319853895
Editorial: Palgrave Macmillan, 2018

Sinopsis

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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Acerca del autor

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.

De la contraportada

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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Editorial
Palgrave Macmillan
Año de publicación
2018
Idioma
Inglés
ISBN 10 
3319853899
ISBN 13 
9783319853895
Encuadernación
Tapa blanda
Número de páginas
252
Contacto del fabricante
no disponible
Persona responsable
Yeepin GmbH
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Alemania

Otras ediciones populares con el mismo título

9783319544151: Portfolio Selection Using Multi-Objective Optimisation

Edición Destacada

ISBN 10:  3319544152 ISBN 13:  9783319544151
Editorial: Palgrave Macmillan, 2017
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