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Portfolio Selection Using Multi-Objective Optimisation
Paperback
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- Book Synopsis
- 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.
- About The Author
- Saurabh Agarwal is a Professor of Accounting and Finance at the Indian Institute of Finance, India. He holds a PhD from the University of Delhi, India and is a member of the Associated Chambers of Commerce & Industry of India (ASSOCHAM), Professor's Forum of India, as well as the Indian Econometric Association. Professor Agarwal has published articles on portfolio management in a number of journals.
- Product Details
-
- ISBN
- 9783319853895
- Format
- Paperback
- Publisher
- Palgrave Macmillan, (10 August 2018)
- Number of Pages
- 230
- Weight
- 334 grams
- Language
- English
- Dimensions
- 210 x 148 mm
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