Saurabh Agarwal

Portfolio Selection Using Multi-Objective Optimisation

• Gebundenes Buch

Produktbeschreibung

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.

Produktdetails

• Verlag: Palgrave Macmillan / Springer International Publishing / Springer, Berlin
• Artikelnr. des Verlages: 978-3-319-54415-1
• 1st ed. 2017
• Seitenzahl: 252
• Erscheinungstermin: 7. September 2017
• Englisch
• Abmessung: 216mm x 153mm x 19mm
• Gewicht: 420g
• ISBN-13: 9783319544151
• ISBN-10: 3319544152
• Artikelnr.: 47494401

Autorenporträt

Saurabh Agarwal is a Professor of Accounting and Finance at the Indian Institute of Finance, India. He holds a PhD from the University of Delhi, India and is a member of the Associated Chambers of Commerce & Industry of India (ASSOCHAM), Professor's Forum of India, as well as the Indian Econometric Association. Professor Agarwal has published articles on portfolio management in a number of journals.

Inhaltsangabe

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.