Portfolio selection using multi-objective optimisation /

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:	Portfolio management -- Mathematical models. Capital assets pricing model. Capital assets pricing model. Portfolio management -- Mathematical models.
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

Table of Contents:

Introduction
Theoretical underpinnings and policy issues
Recent advances in portfolio optimisation
Understanding retail investors
Retail investors and expert's disposition towards equity selection
Investor's demographics and its impact on investment behaviour
Conclusions and suggestions.