Portfolio selection using multi-objective optimisation /

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Bibliographic Details
Author / Creator:Agarwal, Saurabh, author.
Imprint:Cham, Switzerland : Palgrave Macmillan, [2017]
©2017
Description:1 online resource
Language:English
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11350121
Hidden Bibliographic Details
ISBN:9783319544168
3319544160
9783319544151
Digital file characteristics:text file PDF
Notes:Includes bibliographical references and index.
Online resource; title from PDF title page (EBSCO, viewed September 06, 2017).
Summary: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.
Other form:Printed edition: 9783319544151
Standard no.:10.1007/978-3-319-54416-8