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Portfolio selection using multi-obje...

Agarwal, Saurabh.

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Portfolio selection using multi-objective optimisation

Record Type:	Electronic resources : Monograph/item
Title/Author:	Portfolio selection using multi-objective optimisation/ by Saurabh Agarwal.
Author:	Agarwal, Saurabh.
Published:	Cham :Springer International Publishing : : 2017.,
Description:	xx, 230 p. :ill., digital ;24 cm.
[NT 15003449]:	Chapter 1: Introduction -- Chapter 2: Theoretical Underpinnings and Policy Issues -- Chapter 3 - Review of Existing Literature -- Chapter 4: Research Methodology. Chapter 5: Empirical Observations: Questionnaire for Retail Investor and Expert Opinion. - Chapter 6: - Empirical Results: Questionnaire Survey and Goal Programming Portfolio Selection -- Chapter 7: Conclusions and Suggestions for Future Research.
Contained By:	Springer eBooks
Subject:	Portfolio management - Mathematical models. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-54416-8
ISBN:	9783319544168

Portfolio selection using multi-objective optimisation
Agarwal, Saurabh.

Portfolio selection using multi-objective optimisation[electronic resource] /by Saurabh Agarwal. - Cham :Springer International Publishing :2017. - xx, 230 p. :ill., digital ;24 cm.

Chapter 1: Introduction -- Chapter 2: Theoretical Underpinnings and Policy Issues -- Chapter 3 - Review of Existing Literature -- Chapter 4: Research Methodology. Chapter 5: Empirical Observations: Questionnaire for Retail Investor and Expert Opinion. - Chapter 6: - Empirical Results: Questionnaire Survey and Goal Programming Portfolio Selection -- Chapter 7: Conclusions and Suggestions for Future Research.

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.

ISBN: 9783319544168

Standard No.: 10.1007/978-3-319-54416-8doiSubjects--Topical Terms:

647826
Portfolio management
--Mathematical models.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.6

Portfolio selection using multi-objective optimisation
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245 1 0 $a Portfolio selection using multi-objective optimisation $h [electronic resource] / $c by Saurabh Agarwal.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2017.
300 $a xx, 230 p. : $b ill., digital ; $c 24 cm.
505 0 $a Chapter 1: Introduction -- Chapter 2: Theoretical Underpinnings and Policy Issues -- Chapter 3 - Review of Existing Literature -- Chapter 4: Research Methodology. Chapter 5: Empirical Observations: Questionnaire for Retail Investor and Expert Opinion. - Chapter 6: - Empirical Results: Questionnaire Survey and Goal Programming Portfolio Selection -- Chapter 7: Conclusions and Suggestions for Future Research.
520 $a 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.
650 0 $a Portfolio management $x Mathematical models. $3 647826
650 0 $a Capital assets pricing model. $3 646740
650 1 4 $a Finance. $3 542899
650 2 4 $a Investments and Securities. $3 2181990
650 2 4 $a Capital Markets. $3 2186436
650 2 4 $a Investment Appraisal. $3 2191345
650 2 4 $a Personal Finance/Wealth Management/Pension Planning. $3 2210051
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