Portfolio Selection Using Multi-Objective Optimisation - Agarwal, Saurabh
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  • Broschiertes Buch

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. …mehr

Produktbeschreibung
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.
  • Produktdetails
  • Verlag: Palgrave Macmillan / Springer, Berlin
  • Artikelnr. des Verlages: 978-3-319-85389-5
  • Softcover reprint of the original 1st ed. 2017
  • Seitenzahl: 252
  • Erscheinungstermin: 10. August 2018
  • Englisch
  • Abmessung: 210mm x 148mm x 13mm
  • Gewicht: 334g
  • ISBN-13: 9783319853895
  • ISBN-10: 3319853899
  • Artikelnr.: 55128942
Autorenporträt
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.
Inhaltsangabe
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.