Portfolio Selection Using Multi-Objective Optimisation

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 optimizati...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Agarwal, Saurabh (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2017.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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040 |d GrThAP 
100 1 |a Agarwal, Saurabh.  |e author. 
245 1 0 |a Portfolio Selection Using Multi-Objective Optimisation  |h [electronic resource] /  |c by Saurabh Agarwal. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Palgrave Macmillan,  |c 2017. 
300 |a XX, 230 p. 21 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
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 Finance. 
650 0 |a Investment banking. 
650 0 |a Securities. 
650 0 |a Capital market. 
650 0 |a Capital investments. 
650 1 4 |a Finance. 
650 2 4 |a Investments and Securities. 
650 2 4 |a Capital Markets. 
650 2 4 |a Investment Appraisal. 
650 2 4 |a Personal Finance/Wealth Management/Pension Planning. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319544151 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-54416-8  |z Full Text via HEAL-Link 
912 |a ZDB-2-ECF 
950 |a Economics and Finance (Springer-41170)