Portfolio Selection Using Multi-objective Optimisation
by Saurabh Agarwal /
2017 / English / PDF
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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 investors profiling and portfolio programming, it also offers a new and practical approach for multi-objective portfolio optimization.
This book will be of t to Foreign Institutional Investors (FIIs), Mutual Funds, investors, and researchers and students in the field.
