Portfolio selection using multi-objective optimisation /
Saved in:
Author / Creator: | Agarwal, Saurabh, author. |
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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 |
ISBN: | 9783319544168 3319544160 9783319544151 |
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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 |
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