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Portfolio selection using multi-obje...

Agarwal, Saurabh.

Portfolio selection using multi-objective optimisation

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Portfolio selection using multi-objective optimisationby Saurabh Agarwal.
作者:	Agarwal, Saurabh.
出版者:	Cham :Springer International Publishing :2017.
面頁冊數:	xx, 230 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
標題:	Portfolio managementMathematical models.
電子資源:	http://dx.doi.org/10.1007/978-3-319-54416-8
ISBN:	9783319544168$q(electronic bk.)

Portfolio selection using multi-objective optimisation
Agarwal, Saurabh.

Portfolio selection using multi-objective optimisation[electronic resource] /by Saurabh Agarwal. - Cham :Springer International Publishing :2017. - xx, 230 p. :ill., digital ;24 cm.

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.

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.

ISBN: 9783319544168$q(electronic bk.)

Standard No.: 10.1007/978-3-319-54416-8doiSubjects--Topical Terms:

198981
Portfolio management
--Mathematical models.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.6

Portfolio selection using multi-objective optimisation
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