Portfolio Selection Using Multi-Objective Optimisation

AvSaurabh Agarwal

Häftad, Engelska, 2018

1 334 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Fler format och utgåvor

Inbunden

1 334 kr

E-bok

1 780 kr

Beskrivning

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.

Produktinformation

Utgivningsdatum:2018-08-10
Mått:148 x 210 x 14 mm
Vikt:331 g
Format:Häftad
Språk:Engelska
Antal sidor:230
Förlag:Springer International Publishing AG
ISBN:9783319853895

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Mer om författaren

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.

Innehållsförteckning

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.