Portfolio Selection Using Multi-Objective Optimisation

• 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: Finance.; Investment banking.; Securities.; Capital market.; Capital investments.; Investments and Securities.; Capital Markets.; Investment Appraisal.; Personal Finance/Wealth Management/Pension Planning.

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...

Πίνακας περιεχομένων:

• 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.