Overview
- Presents the changing focus of portfolio management techniques over recent years
- Reviews international and Indian based studies
- Presents empirical research findings on the behaviour of retail investors
- Incorporates Factor Analysis
- Uses Contingency Analysis to analyse the dependence/independence of demographic variables and portfolio variables
- Includes supplementary material: sn.pub/extras
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Table of contents (8 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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.
Authors and Affiliations
About the author
Bibliographic Information
Book Title: Portfolio Selection Using Multi-Objective Optimisation
Authors: Saurabh Agarwal
DOI: https://doi.org/10.1007/978-3-319-54416-8
Publisher: Palgrave Macmillan Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s) 2017
Hardcover ISBN: 978-3-319-54415-1Published: 07 September 2017
Softcover ISBN: 978-3-319-85389-5Published: 10 August 2018
eBook ISBN: 978-3-319-54416-8Published: 21 August 2017
Edition Number: 1
Number of Pages: XX, 230
Number of Illustrations: 21 b/w illustrations
Topics: Investments and Securities, Capital Markets, Investment Appraisal, Personal Finance/Wealth Management/Pension Planning