Portfolio Selection Using Multi-Objective Optimisation - Brossura

Agarwal, Saurabh

 
9783319853895: Portfolio Selection Using Multi-Objective Optimisation
Brossura
ISBN 10: 3319853899 ISBN 13: 9783319853895
Casa editrice: Palgrave Macmillan, 2018

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

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.

Dalla quarta di copertina

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Palgrave Macmillan
Data di pubblicazione
2018
Lingua
Inglese
ISBN 10 
3319853899
ISBN 13 
9783319853895
Rilegatura
Copertina flessibile
Numero di pagine
252
Contatto del produttore
non disponibile
Persona responsabile
Koch-Chemie GmbH
https://www.koch-chemie.com

Einsteinstr. 42
Unna
59423
Germania

Altre edizioni note dello stesso titolo

9783319544151: Portfolio Selection Using Multi-objective Optimisation

Edizione in evidenza

ISBN 10:  3319544152 ISBN 13:  9783319544151
Casa editrice: Palgrave Macmillan, 2017
Rilegato