Portfolio Selection Using Multi-Objective Optimisation

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128,39 

ISBN: 3319544152
ISBN 13: 9783319544151
Autor: Agarwal, Saurabh
Verlag: Springer Verlag GmbH
Umfang: xx, 230 S., 21 s/w Illustr., 230 p. 21 illus.
Erscheinungsdatum: 07.09.2017
Auflage: 1/2017
Produktform: Gebunden/Hardback
Einband: Gebunden

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.

Artikelnummer: 1218553 Kategorie:

Beschreibung

Autorenporträt

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.

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