Portfolio Selection Using Multi-Objective Optimisation

Author:   Saurabh Agarwal
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2017
ISBN:  

9783319544151


Pages:   230
Publication Date:   07 September 2017
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Portfolio Selection Using Multi-Objective Optimisation


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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. 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.

Full Product Details

Author:   Saurabh Agarwal
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2017
Weight:   0.457kg
ISBN:  

9783319544151


ISBN 10:   3319544152
Pages:   230
Publication Date:   07 September 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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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.

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