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Portfolio Selection Using Multi-Objective Optimisation
Language
English
English
Book
Paperback
This book explores the risk-return paradox in portfolio selection by incorporating multi-objective c...
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Libristo code: 21374517
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325 b
325 b
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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.
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About the book
Full name
Portfolio Selection Using Multi-Objective Optimisation
Author
Saurabh Agarwal
Language
English
English
Binding
Book - Paperback
Date of issue
2018
Number of pages
230
EAN
9783319853895
Libristo code
21374517
Publishers
Springer International Publishing AG
Weight
334
Dimensions
148 x 210 x 14
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