Portfolio Selection Using Multi-Objective Optimisation
Business & Finance, Finance & Investing, Finance, Investments & Securities
| Author: | Saurabh Agarwal | ISBN: | 9783319544168 |
| Publisher: | Springer International Publishing | Publication: | August 21, 2017 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | Saurabh Agarwal |
| ISBN: | 9783319544168 |
| Publisher: | Springer International Publishing |
| Publication: | August 21, 2017 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
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.
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.
