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Portfolio Selection Using Multi-Objective Optimisation

✍ Scribed by Agarwal, Saurabh

Publisher
Springer International Publishing
Year
2017
Tongue
English
Leaves
240
Category
Library
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✦ Synopsis

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 Read more...


Abstract: 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

✦ Table of Contents

Front Matter ....Pages i-xx
Introduction (Saurabh Agarwal)....Pages 1-17
Theoretical Underpinnings and Policy Issues (Saurabh Agarwal)....Pages 19-49
Recent Advances in Portfolio Optimisation (Saurabh Agarwal)....Pages 51-76
Understanding Retail Investors (Saurabh Agarwal)....Pages 77-100
Retail Investors and Expert’s Disposition Towards Equity Selection (Saurabh Agarwal)....Pages 101-123
Investor’s Demographics and Its Impact on Investment Behaviour (Saurabh Agarwal)....Pages 125-158
Modelling Framework and Advanced Data Analysis for Goal Programming (GP) Portfolio Optimisation (Saurabh Agarwal)....Pages 159-197
Conclusions and Suggestions (Saurabh Agarwal)....Pages 199-211
Back Matter ....Pages 213-230

✦ Subjects

Finance;Finances;Investment banking;Banques d'affaires;Securities;Capital market;MarchΓ© financier;Capital investments;Investissements de capitaux

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