Portfolio Selection Using Multi-Objective Optimisation

£109.50

Portfolio Selection Using Multi-Objective Optimisation

Finance and the finance industry Corporate finance

Author: Saurabh Agarwal

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Language: English

Published by: Palgrave Macmillan

Published on: 21st August 2017

Format: LCP-protected ePub

Size: 1 Mb

ISBN: 9783319544168


Overview

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.

Techniques and Approaches

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.

Intended Audience

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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