Portfolio Selection Using Multi-Objective Optimisation
(Sprache: Englisch)
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...
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Klappentext zu „Portfolio Selection Using Multi-Objective Optimisation “
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.Inhaltsverzeichnis zu „Portfolio Selection Using Multi-Objective Optimisation “
Chapter 1: Introduction.- Chapter 2: Theoretical Underpinnings and Policy Issues.- Chapter 3 - Review of Existing Literature.- Chapter 4: Research Methodology. Chapter 5: Empirical Observations: Questionnaire for Retail Investor and Expert Opinion. - Chapter 6: - Empirical Results: Questionnaire Survey and Goal Programming Portfolio Selection.- Chapter 7: Conclusions and Suggestions for Future Research.
Autoren-Porträt von Saurabh Agarwal
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.
Bibliographische Angaben
- Autor: Saurabh Agarwal
- 2017, 1st ed. 2017, XX, 230 Seiten, Maße: 15,3 x 21,6 cm, Gebunden, Englisch
- Verlag: Springer, Berlin
- ISBN-10: 3319544152
- ISBN-13: 9783319544151
- Erscheinungsdatum: 07.09.2017
Sprache:
Englisch
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