Portfolio Selection Using Multi-Objective Optimisation

Agarwal, Saurabh

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2017-09-07

Format: Hardcover

ISBN-13: 9783319544151

DOI: 10.1007/978-3-319-54416-8

Dimensions: 210cm x148cm

Pages: 230