Portfolio Selection Using Multi-Objective Optimisation

• Main Author: Agarwal, Saurabh (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2017.
• Subjects: Finance.; Investment banking.; Securities.; Capital market.; Capital investments.; Investments and Securities.; Capital Markets.; Investment Appraisal.; Personal Finance/Wealth Management/Pension Planning.
• Physical Description: XX, 230 p. 21 illus. online resource.
• ISBN: 9783319544168

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.